+304.9%
AEM vs SRE
+45.6%
+259.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | +8.4% | -3.0% | +11.4% | +9.1% |
| 3M | +27.3% | -8.3% | +35.6% | +30.1% |
| 6M | -9.7% | -8.9% | -0.7% | -7.6% |
| YTD | +19.0% | -4.3% | +23.2% | +19.5% |
| 1Y | +31.5% | +2.7% | +28.7% | +29.1% |
| 3Y | +338.7% | +28.7% | +310.0% | +275.3% |
| All | +304.9% | +45.6% | +259.3% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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