+183.2%
SLV vs AEM
+380.6%
-197.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.7% |
| 7D | -1.1% | +1.4% | -2.4% | -1.9% |
| 30D | -14.2% | -1.2% | -13.0% | -13.8% |
| 3M | -20.3% | +2.5% | -22.9% | -21.7% |
| 6M | -40.2% | -5.1% | -35.1% | -38.7% |
| YTD | -27.6% | +10.4% | -38.0% | -28.5% |
| 1Y | +0.4% | +11.8% | -11.3% | -1.3% |
| 3Y | +129.4% | +315.6% | -186.3% | +22.9% |
| 5Y | +99.8% | +266.3% | -166.5% | +10.0% |
| 10Y | +183.2% | +427.4% | -244.1% | +35.7% |
| All | +183.2% | +380.6% | -197.3% | +35.7% |
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