+78.7%
SO vs AEM
+257.7%
-179.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +7.8% | -1.2% | +9.0% | +7.7% |
| 3M | +2.9% | +2.5% | +0.4% | +2.2% |
| 6M | +2.5% | -5.1% | +7.6% | +2.6% |
| YTD | +10.3% | +10.4% | -0.1% | +7.2% |
| 1Y | +6.4% | +11.8% | -5.4% | +3.1% |
| 3Y | +52.8% | +315.6% | -262.8% | +17.5% |
| 5Y | +78.7% | +266.3% | -187.6% | +37.7% |
| All | +78.7% | +257.7% | -179.0% | +37.7% |
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 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