+269.1%
AEM vs BTDR
+26.7%
+242.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.8% | -1.5% |
| 7D | +4.3% | +22.4% | -18.1% | +3.4% |
| 30D | +13.1% | +16.5% | -3.3% | +12.2% |
| 3M | +24.8% | -31.5% | +56.3% | +25.8% |
| 6M | -8.2% | +74.0% | -82.3% | -10.2% |
| YTD | +19.8% | +13.0% | +6.8% | +18.3% |
| 1Y | +32.1% | -0.2% | +32.3% | +30.5% |
| 3Y | +348.2% | +9.9% | +338.3% | +330.9% |
| 5Y | +297.5% | +28.1% | +269.4% | +290.9% |
| All | +269.1% | +26.7% | +242.4% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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