+29.8%
AEM vs SPG
+19.7%
+10.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | +8.5% | -5.8% | +14.2% | +8.9% |
| 3M | +29.3% | -2.8% | +32.1% | +28.6% |
| 6M | -12.9% | +8.9% | -21.8% | -15.4% |
| YTD | +16.8% | +14.3% | +2.5% | +14.9% |
| 1Y | +29.8% | +19.5% | +10.3% | +29.4% |
| All | +29.8% | +19.7% | +10.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling