+301.0%
AEM vs BAX
-67.6%
+368.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +3.0% | -5.1% | +8.1% | +3.7% |
| 30D | +12.5% | -12.2% | +24.7% | +14.4% |
| 3M | +26.9% | +21.8% | +5.1% | +23.1% |
| 6M | -9.4% | +36.3% | -45.8% | -13.8% |
| YTD | +20.3% | +27.8% | -7.5% | +15.3% |
| 1Y | +33.8% | -0.1% | +33.8% | +31.3% |
| 3Y | +349.8% | -33.3% | +383.1% | +360.8% |
| 5Y | +301.0% | -67.1% | +368.1% | +343.2% |
| All | +301.0% | -67.6% | +368.6% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling