+355.1%
AEM vs BG
+166.7%
+188.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -2.1% | +3.1% | -5.3% | -2.5% |
| 30D | +8.4% | +10.2% | -1.8% | +7.1% |
| 3M | +27.3% | -1.7% | +29.0% | +27.2% |
| 6M | -9.7% | +1.0% | -10.6% | -10.2% |
| YTD | +19.0% | +39.9% | -21.0% | +13.8% |
| 1Y | +31.5% | +53.2% | -21.7% | +24.4% |
| 3Y | +338.7% | +16.3% | +322.4% | +324.9% |
| 5Y | +307.4% | +83.9% | +223.6% | +273.1% |
| All | +355.1% | +166.7% | +188.4% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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