+343.5%
AEM vs BTI
+105.9%
+237.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.6% |
| 30D | +12.5% | -4.8% | +17.3% | +13.6% |
| 3M | +26.9% | -8.1% | +35.1% | +28.7% |
| 6M | -9.4% | -4.2% | -5.3% | -9.5% |
| YTD | +20.3% | -1.3% | +21.6% | +18.6% |
| 1Y | +33.8% | +2.1% | +31.7% | +30.3% |
| All | +343.5% | +105.9% | +237.6% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling