+355.1%
AEM vs BBY
+252.7%
+102.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +8.4% | +9.4% | -1.0% | +7.6% |
| 3M | +27.3% | +19.3% | +7.9% | +25.4% |
| 6M | -9.7% | +47.9% | -57.6% | -12.7% |
| YTD | +19.0% | +39.6% | -20.6% | +15.3% |
| 1Y | +31.5% | +22.2% | +9.3% | +28.8% |
| 3Y | +338.7% | +45.0% | +293.7% | +316.7% |
| 5Y | +307.4% | +2.6% | +304.9% | +291.6% |
| All | +355.1% | +252.7% | +102.4% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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