-8.5%
AEM vs BP
+7.0%
-15.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.3% |
| 7D | -6.8% | +3.8% | -10.7% | -5.6% |
| 30D | +0.8% | -5.3% | +6.1% | -0.6% |
| 3M | -0.8% | +9.3% | -10.1% | +1.5% |
| 6M | -8.5% | +7.2% | -15.7% | -7.9% |
| All | -8.5% | +7.0% | -15.5% | -7.9% |
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