+388.5%
AEM vs BUD
+201.1%
+187.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +24.0% | -5.7% | +29.7% | +25.5% |
| 3M | +16.1% | +3.1% | +13.0% | +15.0% |
| 6M | -11.6% | +7.9% | -19.5% | -13.4% |
| YTD | +21.5% | +27.3% | -5.8% | +15.0% |
| 1Y | +39.2% | +37.8% | +1.4% | +29.2% |
| 3Y | +347.4% | +49.8% | +297.6% | +306.7% |
| 5Y | +290.1% | +43.8% | +246.3% | +253.2% |
| 10Y | +357.8% | -22.6% | +380.4% | +369.6% |
| All | +388.5% | +201.1% | +187.4% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling