-16.5%
SOUN vs AEM
+300.8%
-317.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -7.1% | -2.1% | -5.0% | -6.8% |
| 30D | -15.4% | +8.4% | -23.8% | -16.7% |
| 3M | -10.6% | +27.3% | -37.9% | -14.5% |
| 6M | -19.6% | -9.7% | -10.0% | -19.7% |
| YTD | -37.2% | +19.0% | -56.2% | -38.5% |
| 1Y | -57.1% | +31.5% | -88.5% | -57.9% |
| 3Y | +178.2% | +338.7% | -160.5% | +191.3% |
| All | -16.5% | +300.8% | -317.4% | +0.3% |
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