+360.1%
AEM vs SPG
+64.2%
+295.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.1% |
| 30D | +12.5% | -6.3% | +18.8% | +13.0% |
| 3M | +26.9% | -2.4% | +29.4% | +27.1% |
| 6M | -9.4% | +9.6% | -19.1% | -10.1% |
| YTD | +20.3% | +14.2% | +6.1% | +19.0% |
| 1Y | +33.8% | +19.3% | +14.5% | +32.0% |
| 3Y | +349.8% | +106.7% | +243.1% | +327.5% |
| 5Y | +301.0% | +104.2% | +196.8% | +278.8% |
| All | +360.1% | +64.2% | +295.9% | +415.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling