+296.4%
SPGI vs AEM
+349.9%
-53.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.6% |
| 7D | -3.1% | +3.0% | -6.1% | -3.4% |
| 30D | +2.0% | +12.5% | -10.5% | +0.7% |
| 3M | +4.3% | +26.9% | -22.6% | +1.5% |
| 6M | -0.2% | -9.4% | +9.2% | +0.3% |
| YTD | -14.8% | +20.3% | -35.1% | -17.4% |
| 1Y | -18.5% | +33.8% | -52.3% | -22.4% |
| 3Y | +16.0% | +349.8% | -333.9% | -6.7% |
| 5Y | +2.2% | +301.0% | -298.8% | -17.9% |
| 10Y | +296.4% | +376.1% | -79.6% | +213.9% |
| All | +296.4% | +349.9% | -53.5% | +213.9% |
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