+22.9%
SFM vs AEE
+63.2%
-40.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -19.2% | +8.8% | -28.0% | -21.6% |
| 3M | -40.3% | +5.1% | -45.4% | -41.4% |
| 6M | -40.9% | +5.2% | -46.0% | -42.1% |
| YTD | -35.5% | +16.1% | -51.6% | -39.3% |
| 1Y | -37.4% | +10.4% | -47.9% | -40.0% |
| All | +22.9% | +63.2% | -40.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling