+2,435.9%
SAP vs AEM
+1,797.9%
+638.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.1% |
| 7D | +1.5% | +13.9% | -12.4% | +0.4% |
| 30D | +8.8% | +0.8% | +8.1% | +8.6% |
| 3M | +12.1% | +5.8% | +6.3% | +11.4% |
| 6M | +34.6% | -1.0% | +35.5% | +34.1% |
| YTD | -2.1% | +13.1% | -15.2% | -3.7% |
| 1Y | -5.5% | +14.4% | -20.0% | -7.3% |
| 3Y | +67.4% | +325.7% | -258.3% | +47.6% |
| 5Y | +74.6% | +273.7% | -199.2% | +54.2% |
| 10Y | +224.0% | +390.1% | -166.1% | +175.8% |
| All | +2,435.9% | +1,797.9% | +638.0% | +2,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling