+252.8%
SPOT vs AEM
+457.5%
-204.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -3.1% | -2.1% | -0.9% | -2.8% |
| 30D | +7.4% | +8.4% | -1.1% | +5.8% |
| 3M | +8.2% | +27.3% | -19.1% | +3.6% |
| 6M | +2.2% | -9.7% | +11.9% | +3.1% |
| YTD | -9.5% | +19.0% | -28.4% | -13.1% |
| 1Y | -23.8% | +31.5% | -55.3% | -28.6% |
| 3Y | +233.5% | +338.7% | -105.2% | +153.9% |
| 5Y | +112.2% | +307.4% | -195.2% | +61.0% |
| All | +252.8% | +457.5% | -204.7% | +167.2% |
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