+3,594.0%
AEM vs BAX
+900.4%
+2,693.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | +24.0% | -5.5% | +29.5% | +24.5% |
| 3M | +16.1% | +33.5% | -17.5% | +13.5% |
| 6M | -11.6% | +35.9% | -47.5% | -13.8% |
| YTD | +21.5% | +35.4% | -13.8% | +18.5% |
| 1Y | +39.2% | +9.8% | +29.4% | +37.3% |
| 3Y | +347.4% | -32.7% | +380.2% | +352.4% |
| 5Y | +290.1% | -65.6% | +355.7% | +308.9% |
| 10Y | +357.8% | -34.9% | +392.7% | +361.1% |
| All | +3,594.0% | +900.4% | +2,693.5% | +4,903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling