+3,541.8%
AEM vs BHP
+8,048.4%
-4,506.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +4.3% | +1.3% | +3.1% | +3.7% |
| 30D | +13.1% | +4.0% | +9.2% | +11.4% |
| 3M | +24.8% | +12.3% | +12.5% | +19.2% |
| 6M | -8.2% | +30.8% | -39.1% | -17.5% |
| YTD | +19.8% | +58.8% | -38.9% | -0.3% |
| 1Y | +32.1% | +76.8% | -44.8% | +5.0% |
| 3Y | +348.2% | +87.5% | +260.7% | +242.9% |
| 5Y | +297.5% | +123.9% | +173.6% | +175.7% |
| 10Y | +343.3% | +504.4% | -161.1% | +85.5% |
| All | +3,541.8% | +8,048.4% | -4,506.6% | +733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling