+42.0%
SOFI vs AEM
+211.3%
-169.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.1% |
| 7D | -4.9% | -2.1% | -2.8% | -4.4% |
| 30D | -3.5% | +8.4% | -11.9% | -5.6% |
| 3M | +3.9% | +27.3% | -23.4% | -3.3% |
| 6M | -6.5% | -9.7% | +3.1% | -5.0% |
| YTD | -33.8% | +19.0% | -52.8% | -38.0% |
| 1Y | -33.3% | +31.5% | -64.8% | -39.3% |
| 3Y | +94.6% | +338.7% | -244.1% | +21.9% |
| 5Y | +13.3% | +307.4% | -294.1% | -30.5% |
| All | +42.0% | +211.3% | -169.3% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling