+13,845.6%
SPGI vs AEM
+3,538.8%
+10,306.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | +8.4% | +24.0% | -15.6% | +7.5% |
| 3M | +11.8% | +16.1% | -4.3% | +11.1% |
| 6M | +5.7% | -11.6% | +17.3% | +6.0% |
| YTD | -9.7% | +21.5% | -31.2% | -10.6% |
| 1Y | -12.5% | +39.2% | -51.6% | -13.9% |
| 3Y | +21.8% | +347.4% | -325.6% | +14.3% |
| 5Y | +8.2% | +290.1% | -282.0% | +1.6% |
| 10Y | +309.5% | +357.8% | -48.3% | +280.1% |
| All | +13,845.6% | +3,538.8% | +10,306.8% | +13,120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling