+97.1%
AEM vs BIYA
-99.8%
+196.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.0% | +2.7% | +0.3% | +3.1% |
| 30D | +12.5% | -16.7% | +29.2% | +12.0% |
| 3M | +26.9% | -74.6% | +101.6% | +25.7% |
| 6M | -9.4% | -85.4% | +75.9% | -7.8% |
| YTD | +20.3% | -94.2% | +114.5% | +20.4% |
| 1Y | +33.8% | -98.6% | +132.4% | +31.9% |
| All | +97.1% | -99.8% | +196.8% | +93.9% |
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