+343.5%
AEM vs BAX
-33.8%
+377.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +3.0% | -5.1% | +8.1% | +3.6% |
| 30D | +12.5% | -12.2% | +24.7% | +14.2% |
| 3M | +26.9% | +21.8% | +5.1% | +23.6% |
| 6M | -9.4% | +36.3% | -45.8% | -13.3% |
| YTD | +20.3% | +27.8% | -7.5% | +15.9% |
| 1Y | +33.8% | -0.1% | +33.8% | +30.6% |
| All | +343.5% | -33.8% | +377.3% | +340.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling