-5.1%
SAP vs AEM
+3.6%
-8.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | -6.8% | +7.5% | +1.4% |
| 30D | +6.5% | +0.8% | +5.7% | +6.2% |
| 3M | +12.2% | -0.8% | +13.1% | +12.3% |
| 6M | +46.1% | -8.5% | +54.6% | +47.8% |
| YTD | -1.6% | +5.9% | -7.6% | -4.0% |
| 1Y | -5.1% | +6.6% | -11.7% | -8.2% |
| All | -5.1% | +3.6% | -8.7% | -8.2% |
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