+3,594.0%
AEM vs BP
+1,327.5%
+2,266.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.5% | +3.9% | -4.5% | -1.8% |
| 30D | +24.0% | +7.6% | +16.4% | +21.2% |
| 3M | +16.1% | +0.7% | +15.4% | +15.2% |
| 6M | -11.6% | +15.5% | -27.1% | -16.7% |
| YTD | +21.5% | +30.8% | -9.3% | +10.2% |
| 1Y | +39.2% | +34.3% | +4.9% | +24.8% |
| 3Y | +347.4% | +35.1% | +312.4% | +294.5% |
| 5Y | +290.1% | +126.8% | +163.3% | +187.1% |
| 10Y | +357.8% | +123.4% | +234.4% | +207.8% |
| All | +3,594.0% | +1,327.5% | +2,266.5% | +2,221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling