+226.7%
SLV vs AEM
+590.0%
-363.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -1.4% |
| 7D | -3.9% | -5.6% | +1.8% | -1.3% |
| 30D | -15.6% | -3.9% | -11.8% | -14.2% |
| 3M | -23.6% | -3.4% | -20.2% | -22.5% |
| 6M | -42.6% | -9.0% | -33.5% | -40.1% |
| YTD | -30.0% | +5.9% | -35.9% | -29.5% |
| 1Y | -6.6% | +4.0% | -10.6% | -5.2% |
| 3Y | +121.8% | +298.8% | -176.9% | +26.8% |
| 5Y | +92.7% | +250.7% | -158.1% | +13.4% |
| 10Y | +174.0% | +405.9% | -232.0% | +29.2% |
| All | +226.7% | +590.0% | -363.3% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling