+412.4%
SM vs AEE
+813.9%
-401.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +26.3% | -2.3% | +28.6% | +27.6% |
| 3M | +8.7% | +0.2% | +8.5% | +8.1% |
| 6M | +51.7% | -4.7% | +56.4% | +53.7% |
| YTD | +99.0% | +8.1% | +90.9% | +88.6% |
| 1Y | +34.6% | +8.5% | +26.0% | +26.8% |
| 3Y | -7.8% | +48.9% | -56.6% | -28.4% |
| 5Y | +104.8% | +39.9% | +64.9% | +61.9% |
| 10Y | +7.2% | +186.5% | -179.3% | -48.8% |
| All | +412.4% | +813.9% | -401.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling