-66.3%
SE vs AEM
+296.4%
-362.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | -3.6% | +3.0% | -6.6% | -4.3% |
| 30D | -5.3% | +12.5% | -17.8% | -7.9% |
| 3M | +28.1% | +26.9% | +1.1% | +20.7% |
| 6M | +20.7% | -9.4% | +30.1% | +22.1% |
| YTD | -14.8% | +20.3% | -35.0% | -18.6% |
| 1Y | -43.6% | +33.8% | -77.4% | -47.6% |
| 3Y | +184.2% | +349.8% | -165.6% | +99.2% |
| 5Y | -66.3% | +301.0% | -367.3% | -75.7% |
| All | -66.3% | +296.4% | -362.7% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling