+1,690.0%
AEM vs SPG
+5,968.7%
-4,278.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.4% | +2.7% | -1.4% | +1.0% |
| 30D | -1.2% | +16.6% | -17.7% | -3.1% |
| 3M | +2.5% | +8.1% | -5.5% | +1.5% |
| 6M | -5.1% | +19.3% | -24.4% | -7.3% |
| YTD | +10.4% | +31.1% | -20.7% | +6.5% |
| 1Y | +11.8% | +32.8% | -21.0% | +7.6% |
| 3Y | +315.6% | +135.8% | +179.9% | +270.3% |
| 5Y | +266.3% | +85.1% | +181.2% | +233.1% |
| 10Y | +427.4% | +115.9% | +311.4% | +346.0% |
| All | +1,690.0% | +5,968.7% | -4,278.7% | +1,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling