+112.2%
SM vs AEE
+39.2%
+73.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | +20.3% | 0.0% | +20.3% | +20.3% |
| 3M | +22.9% | -0.9% | +23.8% | +23.0% |
| 6M | +47.8% | -2.4% | +50.2% | +48.0% |
| YTD | +107.5% | +8.6% | +98.8% | +101.9% |
| 1Y | +51.7% | +10.2% | +41.6% | +46.8% |
| 3Y | -0.9% | +47.8% | -48.7% | -13.0% |
| 5Y | +112.2% | +40.1% | +72.1% | +103.9% |
| All | +112.2% | +39.2% | +73.1% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling