+7.5%
SMR vs AEM
+343.7%
-336.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | +13.1% | +3.0% | +10.1% | +11.0% |
| 30D | +17.8% | +12.5% | +5.3% | +9.9% |
| 3M | +8.1% | +26.9% | -18.8% | -6.3% |
| 6M | -11.1% | -9.4% | -1.7% | -7.2% |
| YTD | -23.7% | +20.3% | -44.0% | -31.4% |
| 1Y | -69.4% | +33.8% | -103.2% | -73.5% |
| 3Y | +82.6% | +349.8% | -267.2% | -6.2% |
| All | +7.5% | +343.7% | -336.2% | -43.4% |
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