-0.3%
SPOT vs AEM
+17.3%
-17.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.7% | -5.1% | +4.2% |
| 7D | +16.6% | +0.2% | +16.4% | +16.4% |
| 30D | +29.9% | +0.1% | +29.9% | +29.6% |
| 3M | +31.3% | +22.1% | +9.2% | +27.8% |
| 6M | +43.2% | +2.4% | +40.8% | +42.0% |
| YTD | +8.1% | +8.9% | -0.8% | +4.9% |
| 1Y | -0.3% | +18.7% | -19.0% | -7.0% |
| All | -0.3% | +17.3% | -17.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling