+5.1%
SPGI vs AEM
+297.7%
-292.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | -2.5% | +4.3% | -6.8% | -2.9% |
| 30D | +5.4% | +13.1% | -7.7% | +4.0% |
| 3M | +9.0% | +24.8% | -15.7% | +6.4% |
| 6M | +0.8% | -8.2% | +9.0% | +1.3% |
| YTD | -12.6% | +19.8% | -32.4% | -15.4% |
| 1Y | -16.1% | +32.1% | -48.2% | -20.4% |
| 3Y | +19.0% | +348.2% | -329.2% | -9.8% |
| 5Y | +5.1% | +297.5% | -292.4% | -22.7% |
| All | +5.1% | +297.7% | -292.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling