+355.1%
AEM vs BTG
+159.3%
+195.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -2.1% | -3.8% | +1.6% | +0.1% |
| 30D | +8.4% | +3.6% | +4.8% | +6.4% |
| 3M | +27.3% | +32.0% | -4.7% | +7.1% |
| 6M | -9.7% | +3.4% | -13.0% | -13.1% |
| YTD | +19.0% | +20.8% | -1.8% | +3.9% |
| 1Y | +31.5% | +22.4% | +9.1% | +13.0% |
| 3Y | +338.7% | +91.7% | +247.0% | +177.8% |
| 5Y | +307.4% | +79.0% | +228.4% | +167.2% |
| All | +355.1% | +159.3% | +195.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling