+363.5%
SE vs AEM
+376.7%
-13.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -6.8% | +6.4% | +1.0% |
| 30D | -20.9% | +0.8% | -21.7% | -21.2% |
| 3M | -38.9% | -0.8% | -38.1% | -39.1% |
| 6M | -19.4% | -8.5% | -10.9% | -18.7% |
| YTD | -40.9% | +5.9% | -46.9% | -42.2% |
| 1Y | -46.2% | +6.6% | -52.8% | -47.4% |
| 3Y | +63.7% | +302.2% | -238.5% | +21.3% |
| 5Y | -77.9% | +250.8% | -328.7% | -83.5% |
| All | +363.5% | +376.7% | -13.2% | +246.3% |
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