+408.7%
AEM vs BB
+21.8%
+387.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -6.8% | +1.8% | -8.7% | -6.9% |
| 30D | +0.8% | +8.1% | -7.3% | +0.4% |
| 3M | -0.8% | -1.0% | +0.2% | -1.0% |
| 6M | -8.5% | +45.9% | -54.4% | -10.5% |
| YTD | +5.9% | +134.8% | -128.9% | +1.2% |
| 1Y | +6.6% | +104.6% | -98.0% | +2.3% |
| 3Y | +302.2% | +152.8% | +149.4% | +278.5% |
| 5Y | +250.8% | -17.4% | +268.2% | +231.7% |
| All | +408.7% | +21.8% | +387.0% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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