+302.2%
AEM vs BTG
+385.9%
-83.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | +12.5% | +9.5% | +3.0% | +8.3% |
| 3M | +26.9% | +38.5% | -11.6% | +9.2% |
| 6M | -9.4% | +5.6% | -15.1% | -12.5% |
| YTD | +20.3% | +23.9% | -3.7% | +8.1% |
| 1Y | +33.8% | +32.1% | +1.7% | +16.4% |
| 3Y | +349.8% | +103.2% | +246.6% | +217.1% |
| 5Y | +301.0% | +79.7% | +221.3% | +199.5% |
| 10Y | +376.1% | +159.1% | +216.9% | +188.2% |
| All | +302.2% | +385.9% | -83.7% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling