+83.6%
SFM vs AEE
+48.1%
+35.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -7.2% | +1.1% | -8.2% | -7.5% |
| 30D | -14.3% | 0.0% | -14.3% | -14.4% |
| 3M | -13.7% | -0.9% | -12.8% | -13.7% |
| 6M | -6.0% | -2.4% | -3.6% | -5.5% |
| YTD | -8.2% | +8.6% | -16.9% | -11.2% |
| 1Y | -46.2% | +10.2% | -56.4% | -48.4% |
| All | +83.6% | +48.1% | +35.5% | +62.8% |
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