+219.9%
SLV vs AEM
+378.0%
-158.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | -2.8% | -2.1% | -0.7% | -1.7% |
| 30D | -1.6% | +8.4% | -10.0% | -6.0% |
| 3M | -4.4% | +27.3% | -31.7% | -16.3% |
| 6M | -25.4% | -9.7% | -15.7% | -21.5% |
| YTD | -9.8% | +19.0% | -28.7% | -14.3% |
| 1Y | +53.8% | +31.5% | +22.3% | +39.7% |
| 3Y | +174.7% | +338.7% | -164.0% | +43.1% |
| 5Y | +164.3% | +307.4% | -143.1% | +38.4% |
| All | +219.9% | +378.0% | -158.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling