+362.7%
AEM vs BURL
+252.7%
+110.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +15.8% | +4.1% | +11.8% | +15.6% |
| 30D | +6.2% | -9.5% | +15.7% | +6.7% |
| 3M | +14.3% | -33.5% | +47.9% | +16.5% |
| 6M | +1.4% | -22.1% | +23.5% | +2.4% |
| YTD | +13.7% | -14.6% | +28.3% | +14.3% |
| 1Y | +21.3% | -8.4% | +29.7% | +21.5% |
| 3Y | +309.9% | +86.6% | +223.3% | +297.1% |
| 5Y | +301.0% | -17.2% | +318.1% | +287.4% |
| All | +362.7% | +252.7% | +110.1% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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