+408.6%
AEM vs BP
+141.7%
+266.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | -5.6% | +2.5% | -8.1% | -6.0% |
| 30D | -3.9% | -5.6% | +1.7% | -3.2% |
| 3M | -3.4% | +8.0% | -11.5% | -5.2% |
| 6M | -9.0% | +5.7% | -14.7% | -10.6% |
| YTD | +5.9% | +36.8% | -30.9% | -1.8% |
| 1Y | +4.0% | +30.7% | -26.7% | -2.8% |
| 3Y | +298.8% | +51.6% | +247.2% | +258.2% |
| 5Y | +250.7% | +112.2% | +138.5% | +193.2% |
| All | +408.6% | +141.7% | +266.8% | +267.8% |
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