+5,011.4%
AEM vs SRE
+1,553.2%
+3,458.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +4.3% | +1.4% | +2.9% | +4.0% |
| 30D | +13.1% | +1.9% | +11.2% | +12.4% |
| 3M | +24.8% | -3.3% | +28.1% | +25.3% |
| 6M | -8.2% | -6.4% | -1.8% | -7.2% |
| YTD | +19.8% | -1.8% | +21.7% | +19.7% |
| 1Y | +32.1% | +10.7% | +21.3% | +28.4% |
| 3Y | +348.2% | +31.8% | +316.4% | +313.0% |
| 5Y | +297.5% | +49.2% | +248.3% | +256.1% |
| 10Y | +343.3% | +118.5% | +224.8% | +252.8% |
| All | +5,011.4% | +1,553.2% | +3,458.2% | +2,874.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling