+408.7%
AEM vs SPY
+307.0%
+101.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -6.8% | +2.6% | -9.4% | -7.8% |
| 30D | +0.8% | -2.0% | +2.8% | +1.6% |
| 3M | -0.8% | -2.8% | +1.9% | +0.4% |
| 6M | -8.5% | +2.1% | -10.7% | -8.9% |
| YTD | +5.9% | +11.5% | -5.5% | +2.3% |
| 1Y | +6.6% | +13.5% | -6.9% | +2.4% |
| 3Y | +302.2% | +77.7% | +224.5% | +231.7% |
| 5Y | +250.8% | +72.6% | +178.2% | +186.8% |
| All | +408.7% | +307.0% | +101.7% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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