+20.1%
SM vs AEE
+191.3%
-171.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +18.1% | -2.0% | +20.1% | +18.6% |
| 3M | +17.0% | -2.8% | +19.8% | +17.6% |
| 6M | +55.4% | -3.6% | +59.0% | +56.0% |
| YTD | +108.6% | +7.3% | +101.2% | +103.9% |
| 1Y | +45.7% | +8.7% | +37.0% | +41.7% |
| 3Y | -0.3% | +46.0% | -46.3% | -10.7% |
| 5Y | +113.0% | +39.8% | +73.3% | +93.4% |
| All | +20.1% | +191.3% | -171.2% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling