-35.0%
SFM vs AEE
+13.9%
-48.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +3.1% |
| 7D | -12.3% | +4.7% | -17.0% | -13.1% |
| 30D | -16.2% | +13.4% | -29.6% | -18.9% |
| 3M | -36.8% | +4.1% | -40.9% | -37.3% |
| 6M | -32.6% | +2.0% | -34.6% | -32.9% |
| YTD | -31.7% | +15.6% | -47.3% | -35.4% |
| 1Y | -35.0% | +14.1% | -49.1% | -38.5% |
| All | -35.0% | +13.9% | -48.9% | -38.5% |
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