+315.8%
AEM vs BTSG
+382.3%
-66.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -2.1% |
| 7D | -5.0% | -5.8% | +0.7% | -4.4% |
| 30D | +8.5% | 0.0% | +8.5% | +8.4% |
| 3M | +29.3% | -4.5% | +33.7% | +29.8% |
| 6M | -12.9% | +40.0% | -52.9% | -16.4% |
| YTD | +16.8% | +54.6% | -37.8% | +11.0% |
| 1Y | +29.8% | +106.1% | -76.3% | +20.4% |
| All | +315.8% | +382.3% | -66.5% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling