+346.7%
AEM vs BWA
+153.1%
+193.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -5.0% | -0.1% | -5.0% | -5.1% |
| 30D | +8.5% | -5.5% | +13.9% | +9.1% |
| 3M | +29.3% | -7.6% | +36.9% | +30.4% |
| 6M | -12.9% | +25.0% | -37.9% | -14.8% |
| YTD | +16.8% | +47.0% | -30.2% | +12.2% |
| 1Y | +29.8% | +54.0% | -24.2% | +24.2% |
| 3Y | +336.7% | +70.7% | +266.1% | +310.9% |
| 5Y | +299.9% | +86.7% | +213.3% | +269.7% |
| All | +346.7% | +153.1% | +193.6% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling