+250.7%
AEM vs BAX
-64.3%
+315.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -3.9% | +3.4% | -7.3% | -4.4% |
| 3M | -3.4% | -4.5% | +1.0% | -3.0% |
| 6M | -9.0% | +44.0% | -53.0% | -13.9% |
| YTD | +5.9% | +34.9% | -29.0% | +0.8% |
| 1Y | +4.0% | +37.9% | -33.9% | -1.3% |
| 3Y | +298.8% | -17.1% | +315.8% | +296.2% |
| 5Y | +250.7% | -64.3% | +315.0% | +263.7% |
| All | +250.7% | -64.3% | +315.0% | +263.7% |
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 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