+338.7%
AEM vs SPMO
+155.8%
+182.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.7% |
| 30D | +8.4% | -1.9% | +10.4% | +9.3% |
| 3M | +27.3% | -1.4% | +28.6% | +27.4% |
| 6M | -9.7% | +25.5% | -35.1% | -17.6% |
| YTD | +19.0% | +24.8% | -5.9% | +8.6% |
| 1Y | +31.5% | +24.5% | +7.0% | +20.0% |
| 3Y | +338.7% | +157.1% | +181.6% | +225.6% |
| All | +338.7% | +155.8% | +182.9% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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