+674.3%
AEM vs BIL
+30.8%
+643.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.9% |
| 7D | +17.8% | +0.1% | +17.8% | +18.0% |
| 30D | +6.2% | 0.0% | +6.3% | +6.1% |
| 3M | +12.5% | +0.6% | +11.9% | +13.9% |
| 6M | +4.4% | +1.5% | +2.9% | +7.8% |
| YTD | +19.2% | +2.8% | +16.4% | +26.2% |
| 1Y | +25.5% | +3.3% | +22.2% | +34.3% |
| 3Y | +346.4% | +13.4% | +333.0% | +493.2% |
| 5Y | +305.7% | +19.8% | +285.8% | +521.3% |
| 10Y | +375.9% | +25.6% | +350.3% | +719.7% |
| All | +674.3% | +30.8% | +643.5% | +1,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling