+343.3%
SPGI vs AEM
+412.5%
-69.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | -6.8% | +8.1% | +1.9% |
| 30D | +15.9% | +0.8% | +15.1% | +15.6% |
| 3M | +12.3% | -0.8% | +13.1% | +12.0% |
| 6M | +23.7% | -8.5% | +32.2% | +24.1% |
| YTD | -3.5% | +5.9% | -9.5% | -5.6% |
| 1Y | +0.4% | +6.6% | -6.2% | -1.8% |
| 3Y | +29.9% | +302.2% | -272.3% | +5.3% |
| 5Y | +15.2% | +250.8% | -235.6% | -6.6% |
| All | +343.3% | +412.5% | -69.2% | +249.9% |
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