-48.0%
SE vs AEM
+6.8%
-54.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +2.0% |
| 7D | -1.5% | -5.6% | +4.2% | +0.3% |
| 30D | -22.3% | -3.9% | -18.4% | -21.7% |
| 3M | -41.8% | -3.4% | -38.4% | -41.7% |
| 6M | -22.4% | -9.0% | -13.4% | -20.7% |
| YTD | -41.6% | +5.9% | -47.5% | -44.1% |
| 1Y | -48.0% | +4.0% | -52.0% | -50.7% |
| All | -48.0% | +6.8% | -54.8% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling