+304.9%
AEM vs BTI
+118.0%
+186.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +8.4% | -1.1% | +9.5% | +8.6% |
| 3M | +27.3% | -8.8% | +36.1% | +30.3% |
| 6M | -9.7% | -4.0% | -5.7% | -9.5% |
| YTD | +19.0% | +0.4% | +18.6% | +16.7% |
| 1Y | +31.5% | +1.9% | +29.6% | +28.0% |
| 3Y | +338.7% | +108.5% | +230.2% | +217.6% |
| All | +304.9% | +118.0% | +186.9% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling