+29.1%
AEM vs BTI
+2.8%
+26.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -2.9% |
| 7D | -5.0% | -2.0% | -3.1% | -5.0% |
| 30D | +8.5% | -3.4% | +11.9% | +8.5% |
| 3M | +29.3% | -9.0% | +38.3% | +29.8% |
| 6M | -12.9% | -5.0% | -7.9% | -13.1% |
| YTD | +16.8% | -0.3% | +17.1% | +16.0% |
| All | +29.1% | +2.8% | +26.3% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling