+328.3%
AEM vs BTSG
+416.6%
-88.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +3.0% | +2.9% | +0.1% | +2.7% |
| 30D | +12.5% | +0.9% | +11.6% | +12.3% |
| 3M | +26.9% | +1.6% | +25.3% | +26.5% |
| 6M | -9.4% | +46.8% | -56.2% | -13.6% |
| YTD | +20.3% | +65.5% | -45.3% | +13.4% |
| 1Y | +33.8% | +136.2% | -102.5% | +22.3% |
| All | +328.3% | +416.6% | -88.3% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling