+315.3%
AEM vs BOXX
+18.5%
+296.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.4% | +0.3% | +8.1% | +8.2% |
| 3M | +27.3% | +1.0% | +26.2% | +25.3% |
| 6M | -9.7% | +1.9% | -11.6% | -13.1% |
| YTD | +19.0% | +2.7% | +16.3% | +12.9% |
| 1Y | +31.5% | +4.0% | +27.4% | +24.1% |
| 3Y | +338.7% | +14.7% | +324.0% | +353.1% |
| All | +315.3% | +18.5% | +296.8% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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