+5,976.4%
SO vs AEM
+3,538.8%
+2,437.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | -4.6% | +24.0% | -28.6% | -5.1% |
| 3M | -3.0% | +16.1% | -19.1% | -3.5% |
| 6M | -8.3% | -11.6% | +3.4% | -8.1% |
| YTD | +3.5% | +21.5% | -18.0% | +2.8% |
| 1Y | -0.9% | +39.2% | -40.1% | -2.0% |
| 3Y | +45.4% | +347.4% | -302.1% | +39.4% |
| 5Y | +59.6% | +290.1% | -230.5% | +53.1% |
| 10Y | +156.6% | +357.8% | -201.2% | +144.1% |
| All | +5,976.4% | +3,538.8% | +2,437.5% | +6,001.4% |
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