+6.6%
AEM vs BBWI
+0.1%
+6.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -6.8% | +0.1% | -7.0% | -6.8% |
| 30D | +0.8% | +12.9% | -12.1% | 0.0% |
| 3M | -0.8% | +16.0% | -16.8% | -2.0% |
| 6M | -8.5% | +16.6% | -25.1% | -10.1% |
| YTD | +5.9% | +9.7% | -3.8% | +3.3% |
| 1Y | +6.6% | +1.5% | +5.1% | +4.5% |
| All | +6.6% | +0.1% | +6.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling