+3,036.2%
SPY vs AEM
+6,452.3%
-3,416.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -6.8% | +9.4% | +2.9% |
| 30D | -2.0% | +0.8% | -2.8% | -2.1% |
| 3M | -2.8% | -0.8% | -1.9% | -2.9% |
| 6M | +2.1% | -8.5% | +10.7% | +2.3% |
| YTD | +11.5% | +5.9% | +5.5% | +10.7% |
| 1Y | +13.5% | +6.6% | +6.9% | +12.6% |
| 3Y | +77.7% | +302.2% | -224.5% | +65.5% |
| 5Y | +72.6% | +250.8% | -178.2% | +60.8% |
| 10Y | +308.2% | +406.1% | -97.9% | +270.9% |
| All | +3,036.2% | +6,452.3% | -3,416.1% | +2,932.0% |
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