+196.4%
SE vs AEM
+342.4%
-146.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | -0.1% | +13.1% | -13.2% | -2.9% |
| 3M | +34.1% | +24.8% | +9.3% | +27.1% |
| 6M | +23.2% | -8.2% | +31.5% | +24.1% |
| YTD | -11.2% | +19.8% | -31.0% | -14.1% |
| 1Y | -40.5% | +32.1% | -72.6% | -43.7% |
| All | +196.4% | +342.4% | -146.0% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling