+73.6%
AEM vs BIYA
-99.9%
+173.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.8% | +9.0% | -15.9% | -6.7% |
| 30D | +0.8% | -12.9% | +13.8% | +0.5% |
| 3M | -0.8% | -54.7% | +53.8% | -2.0% |
| 6M | -8.5% | -85.1% | +76.5% | -8.4% |
| YTD | +5.9% | -96.9% | +102.8% | +5.2% |
| 1Y | +6.6% | -98.5% | +105.1% | +5.4% |
| All | +73.6% | -99.9% | +173.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling