+408.7%
AEM vs BAX
-35.8%
+444.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +0.8% | +4.1% | -3.3% | +0.3% |
| 3M | -0.8% | -4.5% | +3.7% | -0.4% |
| 6M | -8.5% | +49.2% | -57.8% | -13.3% |
| YTD | +5.9% | +35.2% | -29.3% | +1.4% |
| 1Y | +6.6% | +38.3% | -31.7% | +1.8% |
| 3Y | +302.2% | -19.0% | +321.2% | +301.2% |
| 5Y | +250.8% | -64.2% | +315.0% | +278.9% |
| All | +408.7% | -35.8% | +444.5% | +392.9% |
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