+3,119.8%
AEM vs BBWI
+1,144.0%
+1,975.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | 0.0% |
| 7D | -6.8% | +0.1% | -7.0% | -6.8% |
| 30D | +0.8% | +12.9% | -12.1% | +0.3% |
| 3M | -0.8% | +16.0% | -16.8% | -1.6% |
| 6M | -8.5% | +16.6% | -25.1% | -9.4% |
| YTD | +5.9% | +9.7% | -3.8% | +5.0% |
| 1Y | +6.6% | +1.5% | +5.1% | +5.8% |
| 3Y | +302.2% | -21.4% | +323.5% | +299.9% |
| 5Y | +250.8% | -67.6% | +318.3% | +257.2% |
| 10Y | +406.1% | -46.8% | +452.9% | +390.0% |
| All | +3,119.8% | +1,144.0% | +1,975.8% | +3,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling