-9.0%
AEM vs BP
+5.9%
-15.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -3.6% |
| 7D | -5.6% | +2.5% | -8.1% | -4.8% |
| 30D | -3.9% | -5.6% | +1.7% | -5.4% |
| 3M | -3.4% | +8.0% | -11.5% | -1.6% |
| 6M | -9.0% | +5.7% | -14.7% | -8.8% |
| All | -9.0% | +5.9% | -15.0% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling