-23.8%
SPOT vs AEM
+32.6%
-56.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -3.1% | -2.1% | -0.9% | -2.9% |
| 30D | +7.4% | +8.4% | -1.1% | +6.5% |
| 3M | +8.2% | +27.3% | -19.1% | +5.9% |
| 6M | +2.2% | -9.7% | +11.9% | +3.0% |
| YTD | -9.5% | +19.0% | -28.4% | -9.7% |
| 1Y | -23.8% | +31.5% | -55.3% | -25.2% |
| All | -23.8% | +32.6% | -56.4% | -25.2% |
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 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