+338.7%
AEM vs BG
+18.0%
+320.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 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% | +27.6% |
| 6M | -9.7% | +1.0% | -10.6% | -10.1% |
| YTD | +19.0% | +39.9% | -21.0% | +13.1% |
| 1Y | +31.5% | +53.2% | -21.7% | +23.7% |
| 3Y | +338.7% | +16.3% | +322.4% | +332.7% |
| All | +338.7% | +18.0% | +320.7% | +332.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling