+358.3%
SE vs AEM
+376.6%
-18.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.6% |
| 7D | -1.5% | -5.6% | +4.2% | -0.3% |
| 30D | -22.3% | -3.9% | -18.4% | -21.8% |
| 3M | -41.8% | -3.4% | -38.4% | -41.7% |
| 6M | -22.4% | -9.0% | -13.4% | -21.6% |
| YTD | -41.6% | +5.9% | -47.5% | -42.8% |
| 1Y | -48.0% | +4.0% | -52.0% | -49.0% |
| 3Y | +63.9% | +298.8% | -234.9% | +21.6% |
| 5Y | -78.2% | +250.7% | -328.9% | -83.6% |
| All | +358.3% | +376.6% | -18.3% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling