+348.2%
AEM vs BP
+36.5%
+311.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.6% |
| 7D | +4.3% | +0.9% | +3.4% | +4.2% |
| 30D | +13.1% | +9.1% | +4.0% | +12.1% |
| 3M | +24.8% | +3.9% | +20.9% | +24.3% |
| 6M | -8.2% | +13.6% | -21.9% | -11.1% |
| YTD | +19.8% | +34.0% | -14.2% | +12.0% |
| 1Y | +32.1% | +39.2% | -7.1% | +22.1% |
| 3Y | +348.2% | +36.4% | +311.8% | +317.7% |
| All | +348.2% | +36.5% | +311.7% | +317.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling