+330.6%
AEM vs BR
-5.0%
+335.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -6.0% | +0.9% | -4.5% |
| 30D | +8.5% | -0.9% | +9.3% | +8.7% |
| 3M | +29.3% | +16.4% | +12.9% | +27.9% |
| 6M | -12.9% | -8.2% | -4.7% | -11.0% |
| YTD | +16.8% | -23.2% | +40.0% | +23.9% |
| 1Y | +29.8% | -30.9% | +60.8% | +41.9% |
| All | +330.6% | -5.0% | +335.7% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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