+341.9%
AEM vs SPG
+111.6%
+230.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +13.1% | -4.9% | +18.1% | +14.3% |
| 3M | +24.8% | +3.3% | +21.5% | +23.4% |
| 6M | -8.2% | +11.2% | -19.5% | -10.8% |
| YTD | +19.8% | +17.1% | +2.8% | +15.2% |
| 1Y | +32.1% | +21.6% | +10.5% | +25.8% |
| All | +341.9% | +111.6% | +230.3% | +251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling