+56.8%
SAP vs AEM
+297.7%
-240.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -0.3% | +4.3% | -4.6% | -0.9% |
| 30D | +2.6% | +13.1% | -10.5% | +0.5% |
| 3M | +16.3% | +24.8% | -8.5% | +11.8% |
| 6M | +6.4% | -8.2% | +14.6% | +7.4% |
| YTD | -11.4% | +19.8% | -31.3% | -15.3% |
| 1Y | -20.4% | +32.1% | -52.5% | -25.8% |
| 3Y | +56.5% | +348.2% | -291.7% | +11.0% |
| 5Y | +56.8% | +297.5% | -240.7% | +8.7% |
| All | +56.8% | +297.7% | -240.9% | +8.7% |
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