+802.2%
AEM vs BURL
+987.9%
-185.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.2% |
| 7D | +7.5% | +3.5% | +4.0% | +7.3% |
| 30D | +1.6% | -9.3% | +10.9% | +2.0% |
| 3M | +14.5% | -32.1% | +46.6% | +16.1% |
| 6M | +6.6% | -19.8% | +26.4% | +7.3% |
| YTD | +12.2% | -13.2% | +25.4% | +12.6% |
| 1Y | +19.4% | -7.8% | +27.3% | +19.5% |
| 3Y | +302.1% | +89.3% | +212.8% | +293.3% |
| 5Y | +295.7% | -15.8% | +311.5% | +285.1% |
| 10Y | +338.2% | +262.2% | +76.0% | +339.8% |
| All | +802.2% | +987.9% | -185.7% | +806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling