+3,123.7%
AEM vs BG
+1,181.2%
+1,942.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +12.5% | +10.3% | +2.2% | +9.6% |
| 3M | +26.9% | -1.9% | +28.8% | +26.7% |
| 6M | -9.4% | +5.2% | -14.7% | -11.5% |
| YTD | +20.3% | +41.2% | -20.9% | +9.5% |
| 1Y | +33.8% | +50.5% | -16.7% | +19.6% |
| 3Y | +349.8% | +19.9% | +329.9% | +318.0% |
| 5Y | +301.0% | +86.7% | +214.3% | +225.0% |
| 10Y | +376.1% | +167.5% | +208.6% | +222.8% |
| All | +3,123.7% | +1,181.2% | +1,942.6% | +2,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling