+408.7%
AEM vs BP
+143.9%
+264.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -6.8% | +3.8% | -10.7% | -7.4% |
| 30D | +0.8% | -5.3% | +6.1% | +1.5% |
| 3M | -0.8% | +9.3% | -10.1% | -2.8% |
| 6M | -8.5% | +7.2% | -15.7% | -10.4% |
| YTD | +5.9% | +38.0% | -32.1% | -1.9% |
| 1Y | +6.6% | +33.2% | -26.6% | -0.7% |
| 3Y | +302.2% | +50.3% | +251.9% | +262.1% |
| 5Y | +250.8% | +114.1% | +136.7% | +192.8% |
| All | +408.7% | +143.9% | +264.8% | +267.4% |
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