+31.5%
AEM vs BTSG
+113.2%
-81.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | -2.1% | -3.3% | +1.2% | -1.5% |
| 30D | +8.4% | -1.6% | +10.0% | +8.7% |
| 3M | +27.3% | -6.9% | +34.2% | +28.3% |
| 6M | -9.7% | +42.1% | -51.8% | -17.2% |
| YTD | +19.0% | +56.8% | -37.9% | +6.8% |
| 1Y | +31.5% | +109.8% | -78.3% | +12.1% |
| All | +31.5% | +113.2% | -81.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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