+1.5%
SMR vs AEM
+330.8%
-329.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -3.9% |
| 7D | +4.7% | -5.0% | +9.8% | +7.7% |
| 30D | +3.2% | +8.5% | -5.2% | -1.6% |
| 3M | +9.9% | +29.3% | -19.4% | -5.7% |
| 6M | -15.1% | -12.9% | -2.2% | -9.4% |
| YTD | -27.9% | +16.8% | -44.7% | -34.0% |
| 1Y | -70.2% | +29.8% | -100.1% | -73.8% |
| 3Y | +72.5% | +336.7% | -264.3% | -9.9% |
| All | +1.5% | +330.8% | -329.3% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling