+111.6%
SFM vs AEE
+56.4%
+55.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +6.0% | +1.7% | +4.3% | +5.3% |
| 30D | -19.5% | +9.7% | -29.2% | -22.8% |
| 3M | -37.0% | +5.9% | -42.9% | -38.7% |
| 6M | -41.0% | +6.7% | -47.7% | -43.0% |
| YTD | -34.6% | +17.4% | -52.0% | -39.6% |
| 1Y | -36.3% | +12.7% | -48.9% | -40.1% |
| 3Y | +24.5% | +68.2% | -43.7% | -4.3% |
| All | +111.6% | +56.4% | +55.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling