+71.2%
SAP vs AEM
+299.8%
-228.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -4.4% |
| 7D | -0.7% | +15.8% | -16.5% | -3.0% |
| 30D | +11.1% | +6.2% | +4.9% | +9.8% |
| 3M | +17.0% | +14.3% | +2.7% | +14.1% |
| 6M | +34.8% | +1.4% | +33.4% | +33.6% |
| YTD | -2.2% | +13.7% | -16.0% | -6.0% |
| 1Y | -6.4% | +21.3% | -27.8% | -11.3% |
| 3Y | +75.1% | +309.9% | -234.8% | +26.0% |
| All | +71.2% | +299.8% | -228.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling