+355.1%
AEM vs SPXS
-99.6%
+454.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.6% |
| 7D | -2.1% | +2.5% | -4.6% | -1.8% |
| 30D | +8.4% | +4.2% | +4.2% | +9.1% |
| 3M | +27.3% | -9.3% | +36.6% | +26.2% |
| 6M | -9.7% | -30.7% | +21.0% | -12.6% |
| YTD | +19.0% | -28.1% | +47.0% | +15.8% |
| 1Y | +31.5% | -35.1% | +66.5% | +27.0% |
| 3Y | +338.7% | -79.6% | +418.3% | +285.0% |
| 5Y | +307.4% | -86.3% | +393.7% | +254.5% |
| All | +355.1% | -99.6% | +454.6% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling