+3,094.0%
SPY vs AEM
+7,417.3%
-4,323.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.1% | +24.0% | -24.0% | -1.0% |
| 3M | +2.0% | +16.1% | -14.1% | +1.1% |
| 6M | +13.0% | -11.6% | +24.6% | +13.4% |
| YTD | +13.5% | +21.5% | -8.0% | +12.1% |
| 1Y | +20.0% | +39.2% | -19.2% | +17.6% |
| 3Y | +77.2% | +347.4% | -270.2% | +64.2% |
| 5Y | +81.9% | +290.1% | -208.3% | +68.7% |
| 10Y | +314.1% | +357.8% | -43.7% | +277.2% |
| All | +3,094.0% | +7,417.3% | -4,323.2% | +2,970.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling