+823.3%
SPYM vs AEM
+1,792.5%
-969.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.4% |
| 7D | +0.6% | +4.3% | -3.8% | +0.2% |
| 30D | -0.9% | +13.1% | -14.0% | -1.9% |
| 3M | +3.9% | +24.8% | -20.9% | +1.9% |
| 6M | +14.5% | -8.2% | +22.8% | +14.8% |
| YTD | +13.0% | +19.8% | -6.8% | +10.8% |
| 1Y | +19.4% | +32.1% | -12.6% | +16.1% |
| 3Y | +78.9% | +348.2% | -269.3% | +57.5% |
| 5Y | +82.3% | +297.5% | -215.1% | +60.5% |
| 10Y | +314.7% | +343.3% | -28.6% | +254.8% |
| All | +823.3% | +1,792.5% | -969.2% | +590.7% |
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 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