+3,541.8%
AEM vs SYY
+4,446.6%
-904.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.3% | -2.8% | +7.1% | +4.4% |
| 30D | +13.1% | -5.3% | +18.4% | +13.4% |
| 3M | +24.8% | +5.1% | +19.7% | +24.5% |
| 6M | -8.2% | -5.0% | -3.2% | -8.1% |
| YTD | +19.8% | +10.7% | +9.1% | +19.3% |
| 1Y | +32.1% | +0.7% | +31.4% | +31.9% |
| 3Y | +348.2% | +24.0% | +324.1% | +344.0% |
| 5Y | +297.5% | +19.3% | +278.2% | +293.9% |
| 10Y | +343.3% | +96.4% | +246.9% | +329.0% |
| All | +3,541.8% | +4,446.6% | -904.7% | +4,858.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling