+3,541.8%
AEM vs BTI
+6,031.1%
-2,489.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +4.3% | -1.4% | +5.7% | +4.6% |
| 30D | +13.1% | -7.0% | +20.2% | +14.3% |
| 3M | +24.8% | -6.3% | +31.1% | +25.7% |
| 6M | -8.2% | -2.0% | -6.3% | -8.3% |
| YTD | +19.8% | +0.2% | +19.6% | +19.2% |
| 1Y | +32.1% | +3.8% | +28.3% | +30.5% |
| 3Y | +348.2% | +112.1% | +236.1% | +294.4% |
| 5Y | +297.5% | +113.6% | +183.9% | +249.3% |
| 10Y | +343.3% | +69.6% | +273.7% | +294.8% |
| All | +3,541.8% | +6,031.1% | -2,489.3% | +3,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling