+596.2%
AEM vs BR
+1,281.7%
-685.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.0% | -5.0% | +8.0% | +4.2% |
| 30D | +12.5% | -2.5% | +14.9% | +13.2% |
| 3M | +26.9% | +13.5% | +13.5% | +22.9% |
| 6M | -9.4% | -9.4% | 0.0% | -7.9% |
| YTD | +20.3% | -23.3% | +43.5% | +26.8% |
| 1Y | +33.8% | -31.6% | +65.4% | +44.9% |
| 3Y | +349.8% | -5.1% | +354.9% | +346.7% |
| 5Y | +301.0% | +8.2% | +292.8% | +282.0% |
| 10Y | +376.1% | +189.8% | +186.2% | +241.3% |
| All | +596.2% | +1,281.7% | -685.5% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling