+355.1%
AEM vs BDX
+59.3%
+295.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -2.1% | -3.2% | +1.0% | -1.5% |
| 30D | +8.4% | -2.5% | +11.0% | +9.0% |
| 3M | +27.3% | +21.4% | +5.9% | +22.6% |
| 6M | -9.7% | +10.4% | -20.1% | -11.4% |
| YTD | +19.0% | +18.8% | +0.1% | +15.0% |
| 1Y | +31.5% | +21.7% | +9.8% | +26.4% |
| 3Y | +338.7% | -10.0% | +348.7% | +345.3% |
| 5Y | +307.4% | -1.8% | +309.2% | +304.2% |
| All | +355.1% | +59.3% | +295.8% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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