-73.1%
SMR vs AEM
+40.5%
-113.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.4% |
| 7D | +4.4% | -0.5% | +4.9% | +4.6% |
| 30D | +3.4% | +24.0% | -20.6% | -14.4% |
| 3M | -19.2% | +16.1% | -35.3% | -29.6% |
| 6M | -22.6% | -11.6% | -11.0% | -15.7% |
| YTD | -31.5% | +21.5% | -53.1% | -48.2% |
| 1Y | -73.1% | +39.2% | -112.3% | -84.0% |
| All | -73.1% | +40.5% | -113.6% | -84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling