+346.7%
AEM vs BUD
-22.8%
+369.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.5% |
| 30D | +8.5% | -3.7% | +12.1% | +9.2% |
| 3M | +29.3% | -4.4% | +33.7% | +30.2% |
| 6M | -12.9% | +7.7% | -20.7% | -14.4% |
| YTD | +16.8% | +23.1% | -6.3% | +12.1% |
| 1Y | +29.8% | +33.6% | -3.8% | +22.7% |
| 3Y | +336.7% | +44.7% | +292.0% | +306.8% |
| 5Y | +299.9% | +44.9% | +255.0% | +268.6% |
| All | +346.7% | -22.8% | +369.5% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling