+321.0%
SMH vs AEM
+298.9%
+22.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.8% |
| 7D | +1.4% | -5.0% | +6.4% | +2.5% |
| 30D | -2.2% | +8.5% | -10.7% | -4.1% |
| 3M | -1.9% | +29.3% | -31.1% | -7.6% |
| 6M | +41.0% | -12.9% | +53.9% | +42.9% |
| YTD | +55.6% | +16.8% | +38.8% | +49.3% |
| 1Y | +86.8% | +29.8% | +57.0% | +75.7% |
| 3Y | +277.7% | +336.7% | -59.1% | +185.5% |
| All | +321.0% | +298.9% | +22.1% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling