+341.9%
AEM vs BBWI
-44.3%
+386.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | +4.3% | +1.6% | +2.8% | +4.3% |
| 30D | +13.1% | -6.2% | +19.3% | +13.4% |
| 3M | +24.8% | +4.3% | +20.4% | +24.2% |
| 6M | -8.2% | -7.2% | -1.1% | -8.3% |
| YTD | +19.8% | -3.0% | +22.9% | +19.2% |
| 1Y | +32.1% | -30.8% | +62.8% | +32.7% |
| All | +341.9% | -44.3% | +386.3% | +357.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling