+346.7%
AEM vs BBWI
-57.7%
+404.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -5.0% | -8.0% | +3.0% | -4.8% |
| 30D | +8.5% | -6.6% | +15.1% | +8.6% |
| 3M | +29.3% | -2.7% | +32.0% | +29.2% |
| 6M | -12.9% | -12.8% | -0.2% | -12.8% |
| YTD | +16.8% | -10.5% | +27.2% | +16.7% |
| 1Y | +29.8% | -35.3% | +65.2% | +30.7% |
| 3Y | +336.7% | -47.7% | +384.5% | +340.5% |
| 5Y | +299.9% | -68.9% | +368.8% | +303.4% |
| All | +346.7% | -57.7% | +404.4% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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