+338.9%
AEM vs BURL
+215.5%
+123.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | +24.0% | -28.2% | +52.2% | +26.0% |
| 3M | +16.1% | -17.6% | +33.7% | +17.1% |
| 6M | -11.6% | -11.8% | +0.2% | -11.2% |
| YTD | +21.5% | -8.1% | +29.7% | +21.8% |
| 1Y | +39.2% | -12.0% | +51.1% | +39.5% |
| 3Y | +347.4% | +63.3% | +284.1% | +334.6% |
| 5Y | +290.1% | -10.8% | +301.0% | +276.0% |
| All | +338.9% | +215.5% | +123.5% | +416.5% |
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