+301.0%
AEM vs SPY
+81.0%
+220.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +12.5% | -1.4% | +13.9% | +13.4% |
| 3M | +26.9% | +3.7% | +23.2% | +24.7% |
| 6M | -9.4% | +13.0% | -22.4% | -14.5% |
| YTD | +20.3% | +12.4% | +7.9% | +13.9% |
| 1Y | +33.8% | +18.5% | +15.3% | +23.8% |
| 3Y | +349.8% | +77.6% | +272.2% | +240.4% |
| 5Y | +301.0% | +81.7% | +219.3% | +179.8% |
| All | +301.0% | +81.0% | +220.0% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling