+355.1%
AEM vs SPYG
+424.6%
-69.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +8.4% | -1.5% | +9.9% | +9.0% |
| 3M | +27.3% | +3.7% | +23.5% | +25.8% |
| 6M | -9.7% | +16.4% | -26.1% | -13.7% |
| YTD | +19.0% | +13.3% | +5.6% | +14.6% |
| 1Y | +31.5% | +17.9% | +13.6% | +25.2% |
| 3Y | +338.7% | +98.3% | +240.4% | +255.1% |
| 5Y | +307.4% | +86.4% | +221.0% | +227.9% |
| All | +355.1% | +424.6% | -69.5% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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