-53.7%
SMR vs AEM
+290.8%
-344.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | -6.8% | -1.4% | -4.4% |
| 30D | -20.1% | +0.8% | -20.9% | -21.2% |
| 3M | -52.7% | -0.8% | -51.9% | -52.9% |
| 6M | -61.0% | -8.5% | -52.5% | -59.6% |
| YTD | -67.1% | +5.9% | -73.1% | -68.5% |
| 1Y | -79.9% | +6.6% | -86.5% | -80.7% |
| 3Y | +101.7% | +302.2% | -200.5% | +10.5% |
| All | -53.7% | +290.8% | -344.5% | -74.0% |
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 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