+302.1%
AEM vs BWA
+64.3%
+237.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.9% |
| 7D | -5.6% | +7.3% | -12.9% | -7.3% |
| 30D | -3.9% | -15.8% | +11.9% | +0.5% |
| 3M | -3.4% | -25.7% | +22.3% | +3.9% |
| 6M | -9.0% | -19.6% | +10.6% | -3.7% |
| YTD | +5.9% | +14.1% | -8.1% | +4.5% |
| 1Y | +4.0% | +12.2% | -8.2% | +2.8% |
| All | +302.1% | +64.3% | +237.8% | +282.5% |
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 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