+427.4%
AEM vs BIL
+25.6%
+401.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.2% | 0.0% | -1.2% | -1.5% |
| 3M | +2.5% | +0.6% | +1.9% | +1.2% |
| 6M | -5.1% | +1.5% | -6.6% | -7.6% |
| YTD | +10.4% | +2.8% | +7.6% | +3.9% |
| 1Y | +11.8% | +3.3% | +8.4% | +3.6% |
| 3Y | +315.6% | +13.4% | +302.2% | +239.5% |
| 5Y | +266.3% | +19.8% | +246.4% | +189.7% |
| 10Y | +427.4% | +25.7% | +401.6% | +189.2% |
| All | +427.4% | +25.6% | +401.7% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling