+346.7%
AEM vs BHP
+498.2%
-151.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -0.7% |
| 7D | -5.0% | -3.7% | -1.3% | -3.6% |
| 30D | +8.5% | -0.8% | +9.3% | +9.0% |
| 3M | +29.3% | +7.6% | +21.7% | +25.9% |
| 6M | -12.9% | +20.8% | -33.7% | -18.6% |
| YTD | +16.8% | +50.8% | -34.0% | +1.0% |
| 1Y | +29.8% | +70.9% | -41.1% | +7.3% |
| 3Y | +336.7% | +78.0% | +258.7% | +252.0% |
| 5Y | +299.9% | +113.1% | +186.9% | +200.7% |
| All | +346.7% | +498.2% | -151.5% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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