+307.6%
AEM vs BOXX
+18.4%
+289.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | 0.0% | -5.1% | -5.0% |
| 30D | +8.5% | +0.3% | +8.2% | +8.2% |
| 3M | +29.3% | +1.0% | +28.3% | +27.3% |
| 6M | -12.9% | +1.9% | -14.9% | -16.3% |
| YTD | +16.8% | +2.6% | +14.1% | +10.8% |
| 1Y | +29.8% | +4.0% | +25.8% | +22.6% |
| 3Y | +336.7% | +14.6% | +322.1% | +350.9% |
| All | +307.6% | +18.4% | +289.2% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling