+12.4%
SPGI vs AEM
+319.1%
-306.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.2% |
| 7D | -0.9% | +17.8% | -18.7% | -2.6% |
| 30D | +15.5% | +6.2% | +9.3% | +14.6% |
| 3M | +15.7% | +12.5% | +3.1% | +13.8% |
| 6M | +19.1% | +4.4% | +14.7% | +18.0% |
| YTD | -4.1% | +19.2% | -23.3% | -7.5% |
| 1Y | +1.2% | +25.5% | -24.3% | -3.3% |
| 3Y | +31.6% | +346.4% | -314.9% | -1.9% |
| 5Y | +12.4% | +305.7% | -293.2% | -17.9% |
| All | +12.4% | +319.1% | -306.7% | -17.9% |
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 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