+2,439.8%
SAP vs AEM
+1,753.0%
+686.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.3% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | +7.5% | -1.2% | +8.6% | +7.4% |
| 3M | +11.6% | +2.5% | +9.1% | +11.2% |
| 6M | +37.6% | -5.1% | +42.7% | +37.6% |
| YTD | -2.0% | +10.4% | -12.4% | -3.4% |
| 1Y | -6.4% | +11.8% | -18.1% | -7.9% |
| 3Y | +67.7% | +315.6% | -247.9% | +48.1% |
| 5Y | +75.7% | +266.3% | -190.5% | +55.5% |
| 10Y | +229.3% | +427.4% | -198.0% | +179.1% |
| All | +2,439.8% | +1,753.0% | +686.8% | +2,032.4% |
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