+318.0%
SPYM vs AEM
+378.0%
-60.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.7% |
| 7D | -0.8% | -2.1% | +1.4% | -0.6% |
| 30D | -1.1% | +8.4% | -9.5% | -1.9% |
| 3M | +3.9% | +27.3% | -23.4% | +1.4% |
| 6M | +13.6% | -9.7% | +23.3% | +14.0% |
| YTD | +12.7% | +19.0% | -6.2% | +10.3% |
| 1Y | +17.6% | +31.5% | -13.9% | +13.8% |
| 3Y | +77.2% | +338.7% | -261.5% | +53.4% |
| 5Y | +84.1% | +307.4% | -223.3% | +58.5% |
| All | +318.0% | +378.0% | -60.0% | +257.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling