+110.6%
SPOT vs AEM
+294.2%
-183.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -6.9% | -5.0% | -1.8% | -5.9% |
| 30D | +4.1% | +8.5% | -4.3% | +2.3% |
| 3M | +3.7% | +29.3% | -25.6% | -2.0% |
| 6M | -1.6% | -12.9% | +11.3% | +0.4% |
| YTD | -10.2% | +16.8% | -26.9% | -14.5% |
| 1Y | -25.9% | +29.8% | -55.7% | -31.8% |
| 3Y | +235.6% | +336.7% | -101.2% | +129.6% |
| 5Y | +110.6% | +299.9% | -189.4% | +41.7% |
| All | +110.6% | +294.2% | -183.6% | +41.7% |
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