+2,757.5%
AEM vs BWA
+3,492.4%
-734.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.6% |
| 7D | -0.5% | +5.7% | -6.2% | -1.3% |
| 30D | +24.0% | +1.4% | +22.6% | +23.7% |
| 3M | +16.1% | -12.1% | +28.2% | +18.2% |
| 6M | -11.6% | +28.6% | -40.2% | -14.6% |
| YTD | +21.5% | +51.1% | -29.5% | +14.5% |
| 1Y | +39.2% | +55.9% | -16.7% | +30.5% |
| 3Y | +347.4% | +70.1% | +277.3% | +309.7% |
| 5Y | +290.1% | +90.7% | +199.5% | +247.0% |
| 10Y | +357.8% | +154.0% | +203.8% | +273.7% |
| All | +2,757.5% | +3,492.4% | -734.9% | +1,956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling