-9.0%
AEM vs SPG
+16.3%
-25.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -5.6% | +3.1% | -8.7% | -6.0% |
| 30D | -3.9% | +16.4% | -20.3% | -4.5% |
| 3M | -3.4% | +7.1% | -10.5% | -5.3% |
| 6M | -9.0% | +16.1% | -25.1% | -13.1% |
| All | -9.0% | +16.3% | -25.4% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling