+18.7%
AEM vs BWA
+17.4%
+1.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.5% | +12.2% | +10.7% |
| 7D | +0.2% | -9.9% | +10.1% | +4.4% |
| 30D | +0.1% | -16.4% | +16.4% | +7.3% |
| 3M | +22.1% | -19.8% | +41.9% | +32.6% |
| 6M | +2.4% | -10.0% | +12.4% | +7.8% |
| YTD | +8.9% | +12.7% | -3.8% | +1.8% |
| 1Y | +18.7% | +15.7% | +3.0% | +9.7% |
| All | +18.7% | +17.4% | +1.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling