+346.7%
AEM vs SPY
+318.9%
+27.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -5.0% | -2.0% | -3.1% | -4.3% |
| 30D | +8.5% | -1.7% | +10.1% | +9.2% |
| 3M | +29.3% | +4.7% | +24.5% | +27.1% |
| 6M | -12.9% | +12.5% | -25.4% | -16.3% |
| YTD | +16.8% | +11.7% | +5.0% | +12.6% |
| 1Y | +29.8% | +17.5% | +12.4% | +23.1% |
| 3Y | +336.7% | +76.6% | +260.2% | +259.7% |
| 5Y | +299.9% | +82.0% | +217.9% | +221.6% |
| All | +346.7% | +318.9% | +27.8% | +194.6% |
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