+18.7%
AEM vs BIL
+3.0%
+15.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +0.2% | -0.3% | +0.4% | -1.2% |
| 30D | +0.1% | 0.0% | +0.1% | -1.2% |
| 3M | +22.1% | +0.3% | +21.8% | +36.7% |
| 6M | +2.4% | +1.2% | +1.2% | +47.1% |
| YTD | +8.9% | +2.4% | +6.5% | +85.6% |
| 1Y | +18.7% | +3.0% | +15.7% | +124.9% |
| All | +18.7% | +3.0% | +15.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling