-41.9%
SFM vs AEE
+8.8%
-50.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -4.4% | -2.3% | -2.1% | -3.8% |
| 3M | +1.5% | +0.2% | +1.3% | +0.6% |
| 6M | +6.5% | -4.7% | +11.2% | +7.3% |
| YTD | +2.2% | +8.1% | -5.9% | +0.1% |
| 1Y | -41.9% | +8.5% | -50.4% | -45.1% |
| All | -41.9% | +8.8% | -50.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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