+4,539.4%
AEM vs SPYG
+561.6%
+3,977.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.3% | +1.2% | +3.1% | +4.0% |
| 30D | +13.1% | -1.6% | +14.7% | +13.7% |
| 3M | +24.8% | +3.4% | +21.4% | +23.7% |
| 6M | -8.2% | +18.9% | -27.1% | -12.4% |
| YTD | +19.8% | +13.8% | +6.0% | +15.8% |
| 1Y | +32.1% | +20.6% | +11.5% | +25.7% |
| 3Y | +348.2% | +100.5% | +247.7% | +268.3% |
| 5Y | +297.5% | +84.6% | +212.9% | +229.8% |
| 10Y | +343.3% | +410.8% | -67.5% | +177.4% |
| All | +4,539.4% | +561.6% | +3,977.7% | +1,752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling