+81.7%
SPY vs AEM
+296.4%
-214.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.4% | +3.0% | -3.4% | -0.7% |
| 30D | -1.4% | +12.5% | -13.9% | -2.8% |
| 3M | +3.7% | +26.9% | -23.2% | +0.6% |
| 6M | +13.0% | -9.4% | +22.4% | +13.5% |
| YTD | +12.4% | +20.3% | -7.9% | +9.0% |
| 1Y | +18.5% | +33.8% | -15.3% | +13.2% |
| 3Y | +77.6% | +349.8% | -272.2% | +43.7% |
| 5Y | +81.7% | +301.0% | -219.3% | +45.9% |
| All | +81.7% | +296.4% | -214.7% | +45.9% |
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