+355.1%
AEM vs BP
+137.7%
+217.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -2.1% | +5.2% | -7.4% | -3.0% |
| 30D | +8.4% | +8.7% | -0.3% | +6.7% |
| 3M | +27.3% | +9.3% | +17.9% | +24.8% |
| 6M | -9.7% | +13.6% | -23.2% | -12.6% |
| YTD | +19.0% | +37.7% | -18.7% | +10.5% |
| 1Y | +31.5% | +40.6% | -9.1% | +21.3% |
| 3Y | +338.7% | +40.3% | +298.4% | +301.1% |
| 5Y | +307.4% | +141.4% | +166.0% | +233.4% |
| All | +355.1% | +137.7% | +217.3% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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