+562.3%
SE vs AEM
+425.4%
+136.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -4.8% | -5.0% | +0.3% | -3.8% |
| 30D | -18.1% | +8.5% | -26.6% | -19.6% |
| 3M | +30.6% | +29.3% | +1.4% | +23.3% |
| 6M | +20.8% | -12.9% | +33.7% | +23.1% |
| YTD | -15.6% | +16.8% | -32.4% | -18.7% |
| 1Y | -44.2% | +29.8% | -74.0% | -47.6% |
| 3Y | +181.5% | +336.7% | -155.2% | +105.4% |
| 5Y | -66.9% | +299.9% | -366.9% | -75.8% |
| All | +562.3% | +425.4% | +136.9% | +386.7% |
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 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