+343.5%
AEM vs BWA
+67.1%
+276.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +12.5% | -5.6% | +18.0% | +13.8% |
| 3M | +26.9% | -10.7% | +37.6% | +29.7% |
| 6M | -9.4% | +23.2% | -32.6% | -12.6% |
| YTD | +20.3% | +46.0% | -25.7% | +12.3% |
| 1Y | +33.8% | +51.2% | -17.4% | +24.3% |
| All | +343.5% | +67.1% | +276.4% | +301.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling