+333.1%
SLV vs AEM
+691.8%
-358.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +6.7% | +24.0% | -17.3% | -3.4% |
| 3M | -10.7% | +16.1% | -26.8% | -16.6% |
| 6M | -20.6% | -11.6% | -9.0% | -16.0% |
| YTD | -7.1% | +21.5% | -28.7% | -12.1% |
| 1Y | +62.0% | +39.2% | +22.8% | +44.9% |
| 3Y | +169.8% | +347.4% | -177.6% | +46.0% |
| 5Y | +161.5% | +290.1% | -128.7% | +46.1% |
| 10Y | +224.4% | +357.8% | -133.4% | +57.3% |
| All | +333.1% | +691.8% | -358.7% | +18.9% |
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