-46.2%
SFM vs AEE
+9.0%
-55.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -8.8% | -0.7% | -8.1% | -8.6% |
| 30D | -14.5% | -2.0% | -12.5% | -14.1% |
| 3M | -16.8% | -2.8% | -14.0% | -16.6% |
| 6M | -5.3% | -3.6% | -1.8% | -4.8% |
| YTD | -9.4% | +7.3% | -16.7% | -11.1% |
| 1Y | -46.2% | +8.7% | -54.9% | -48.6% |
| All | -46.2% | +9.0% | -55.2% | -48.6% |
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