+297.4%
AEM vs SPYG
+83.7%
+213.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -5.0% | -1.8% | -3.2% | -4.3% |
| 30D | +8.5% | -1.9% | +10.4% | +9.4% |
| 3M | +29.3% | +5.2% | +24.1% | +26.8% |
| 6M | -12.9% | +15.6% | -28.5% | -17.1% |
| YTD | +16.8% | +12.4% | +4.4% | +12.1% |
| 1Y | +29.8% | +17.5% | +12.4% | +23.0% |
| 3Y | +336.7% | +98.1% | +238.7% | +244.8% |
| All | +297.4% | +83.7% | +213.7% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling