+297.4%
AEM vs BG
+85.0%
+212.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.0% |
| 7D | -5.0% | +3.7% | -8.8% | -5.5% |
| 30D | +8.5% | +12.3% | -3.9% | +6.6% |
| 3M | +29.3% | -2.2% | +31.5% | +29.5% |
| 6M | -12.9% | +5.3% | -18.3% | -14.1% |
| YTD | +16.8% | +42.4% | -25.6% | +10.2% |
| 1Y | +29.8% | +55.2% | -25.4% | +20.9% |
| 3Y | +336.7% | +21.0% | +315.8% | +318.1% |
| All | +297.4% | +85.0% | +212.4% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling