+11.1%
SMR vs AEM
+342.1%
-330.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.7% | +16.0% |
| 7D | +21.4% | +4.3% | +17.1% | +18.3% |
| 30D | +13.8% | +13.1% | +0.7% | +5.9% |
| 3M | +3.9% | +24.8% | -20.9% | -9.0% |
| 6M | -4.2% | -8.2% | +4.0% | -0.6% |
| YTD | -21.1% | +19.8% | -40.9% | -28.9% |
| 1Y | -67.1% | +32.1% | -99.1% | -71.3% |
| 3Y | +88.9% | +348.2% | -259.3% | -2.8% |
| All | +11.1% | +342.1% | -330.9% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling