+31.5%
AEM vs SPYG
+17.9%
+13.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -1.2% |
| 30D | +8.4% | -1.5% | +9.9% | +10.2% |
| 3M | +27.3% | +3.7% | +23.5% | +22.4% |
| 6M | -9.7% | +16.4% | -26.1% | -21.3% |
| YTD | +19.0% | +13.3% | +5.6% | +5.4% |
| 1Y | +31.5% | +17.9% | +13.6% | +9.5% |
| All | +31.5% | +17.9% | +13.6% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling