+346.7%
AEM vs BAX
-37.2%
+383.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -5.0% | -5.4% | +0.4% | -4.4% |
| 30D | +8.5% | -12.4% | +20.8% | +10.2% |
| 3M | +29.3% | +19.1% | +10.2% | +26.2% |
| 6M | -12.9% | +38.6% | -51.5% | -16.7% |
| YTD | +16.8% | +26.7% | -9.9% | +12.6% |
| 1Y | +29.8% | +1.0% | +28.8% | +27.7% |
| 3Y | +336.7% | -33.9% | +370.6% | +345.9% |
| 5Y | +299.9% | -67.0% | +367.0% | +338.3% |
| All | +346.7% | -37.2% | +383.9% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling