+346.7%
AEM vs BTI
+72.6%
+274.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -5.0% | -2.0% | -3.1% | -4.6% |
| 30D | +8.5% | -3.4% | +11.9% | +9.3% |
| 3M | +29.3% | -9.0% | +38.3% | +31.8% |
| 6M | -12.9% | -5.0% | -7.9% | -12.4% |
| YTD | +16.8% | -0.3% | +17.1% | +15.6% |
| 1Y | +29.8% | +3.1% | +26.7% | +27.2% |
| 3Y | +336.7% | +111.0% | +225.8% | +250.6% |
| 5Y | +299.9% | +117.0% | +182.9% | +219.8% |
| All | +346.7% | +72.6% | +274.1% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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