+305.7%
AEM vs BURL
-12.4%
+318.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +4.4% |
| 7D | +17.8% | +7.7% | +10.1% | +17.1% |
| 30D | +6.2% | -7.1% | +13.4% | +6.8% |
| 3M | +12.5% | -30.3% | +42.8% | +15.8% |
| 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% | +25.6% |
| 3Y | +346.4% | +96.7% | +249.8% | +314.9% |
| 5Y | +305.7% | -14.1% | +319.7% | +256.6% |
| All | +305.7% | -12.4% | +318.0% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling