-21.6%
SAP vs AEM
+31.8%
-53.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -0.3% | +3.0% | -3.3% | -0.5% |
| 30D | +0.3% | +12.5% | -12.2% | -0.6% |
| 3M | +16.9% | +26.9% | -10.1% | +15.3% |
| 6M | +6.3% | -9.4% | +15.8% | +7.4% |
| YTD | -12.4% | +20.3% | -32.7% | -13.4% |
| 1Y | -21.6% | +33.8% | -55.4% | -22.2% |
| All | -21.6% | +31.8% | -53.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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