+45.3%
SO vs AEM
+349.6%
-304.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +1.0% | +4.3% | -3.3% | +0.7% |
| 30D | -3.2% | +13.1% | -16.3% | -4.3% |
| 3M | -1.7% | +24.8% | -26.5% | -3.8% |
| 6M | -7.2% | -8.2% | +1.0% | -6.3% |
| YTD | +4.6% | +19.8% | -15.3% | +1.6% |
| 1Y | +1.2% | +32.1% | -30.9% | -3.6% |
| 3Y | +45.3% | +348.2% | -302.9% | +2.7% |
| All | +45.3% | +349.6% | -304.3% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling