+346.4%
AEM vs BURL
+95.8%
+250.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +4.4% |
| 7D | +17.8% | +7.7% | +10.1% | +16.9% |
| 30D | +6.2% | -7.1% | +13.4% | +6.9% |
| 3M | +12.5% | -30.3% | +42.8% | +16.2% |
| 6M | +4.4% | -15.5% | +20.0% | +5.4% |
| YTD | +19.2% | -11.0% | +30.2% | +19.8% |
| 1Y | +25.5% | -8.4% | +33.9% | +25.5% |
| 3Y | +346.4% | +96.7% | +249.8% | +307.4% |
| All | +346.4% | +95.8% | +250.7% | +307.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling