+301.0%
AEM vs BBWI
-68.8%
+369.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +0.7% |
| 7D | +3.0% | -4.4% | +7.4% | +3.2% |
| 30D | +12.5% | -7.4% | +19.9% | +12.8% |
| 3M | +26.9% | -2.2% | +29.2% | +26.7% |
| 6M | -9.4% | -16.3% | +6.9% | -9.0% |
| YTD | +20.3% | -9.1% | +29.4% | +20.0% |
| 1Y | +33.8% | -34.5% | +68.3% | +35.2% |
| 3Y | +349.8% | -47.0% | +396.8% | +357.9% |
| 5Y | +301.0% | -68.8% | +369.9% | +286.9% |
| All | +301.0% | -68.8% | +369.8% | +286.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling