-28.2%
SOFI vs AEM
+40.5%
-68.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -0.2% | +24.0% | -24.2% | -7.2% |
| 3M | +6.2% | +16.1% | -9.8% | +0.3% |
| 6M | -2.6% | -11.6% | +9.1% | -1.7% |
| YTD | -30.4% | +21.5% | -52.0% | -37.5% |
| 1Y | -28.2% | +39.2% | -67.4% | -39.7% |
| All | -28.2% | +40.5% | -68.7% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling