+784.8%
AEM vs SPMO
+575.0%
+209.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.0% | +2.7% | +0.3% | +2.1% |
| 30D | +12.5% | +1.1% | +11.4% | +12.0% |
| 3M | +26.9% | +2.0% | +24.9% | +25.8% |
| 6M | -9.4% | +26.5% | -36.0% | -15.7% |
| YTD | +20.3% | +26.5% | -6.2% | +11.9% |
| 1Y | +33.8% | +27.9% | +5.8% | +24.2% |
| 3Y | +349.8% | +160.4% | +189.4% | +241.1% |
| 5Y | +301.0% | +151.5% | +149.5% | +203.6% |
| 10Y | +376.1% | +526.3% | -150.3% | +265.3% |
| All | +784.8% | +575.0% | +209.8% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling