+39.2%
AEM vs SYY
+1.0%
+38.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | +24.0% | -4.9% | +29.0% | +24.9% |
| 3M | +16.1% | +8.4% | +7.7% | +14.5% |
| 6M | -11.6% | -7.4% | -4.3% | -11.4% |
| YTD | +21.5% | +11.0% | +10.6% | +21.8% |
| 1Y | +39.2% | -0.2% | +39.4% | +39.2% |
| All | +39.2% | +1.0% | +38.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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