-71.0%
SMR vs AEM
+30.1%
-101.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -3.1% |
| 7D | +4.7% | -5.0% | +9.8% | +9.2% |
| 30D | +3.2% | +8.5% | -5.2% | -4.3% |
| 3M | +9.9% | +29.3% | -19.4% | -14.2% |
| 6M | -15.1% | -12.9% | -2.2% | -6.3% |
| YTD | -27.9% | +16.8% | -44.7% | -44.2% |
| All | -71.0% | +30.1% | -101.1% | -80.2% |
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