+301.0%
AEM vs BP
+141.6%
+159.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +3.0% | +4.0% | -1.0% | +2.2% |
| 30D | +12.5% | +7.8% | +4.6% | +10.7% |
| 3M | +26.9% | +8.4% | +18.6% | +24.5% |
| 6M | -9.4% | +15.1% | -24.5% | -13.4% |
| YTD | +20.3% | +36.4% | -16.1% | +9.7% |
| 1Y | +33.8% | +40.9% | -7.1% | +20.6% |
| 3Y | +349.8% | +38.8% | +311.0% | +303.0% |
| 5Y | +301.0% | +141.1% | +159.9% | +214.8% |
| All | +301.0% | +141.6% | +159.4% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling