+5,317.4%
AEM vs BB
+258.8%
+5,058.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -5.6% | +5.1% | -0.3% |
| 30D | +24.0% | -11.8% | +35.8% | +24.6% |
| 3M | +16.1% | -25.5% | +41.6% | +17.3% |
| 6M | -11.6% | +121.3% | -132.9% | -14.8% |
| YTD | +21.5% | +103.2% | -81.6% | +17.5% |
| 1Y | +39.2% | +102.6% | -63.4% | +34.4% |
| 3Y | +347.4% | +37.5% | +309.9% | +333.1% |
| 5Y | +290.1% | -30.4% | +320.6% | +282.7% |
| 10Y | +357.8% | 0.0% | +357.8% | +328.3% |
| All | +5,317.4% | +258.8% | +5,058.6% | +6,180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling