+2,390.7%
AEM vs BWA
+2,606.8%
-216.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -6.8% | +4.3% | -11.1% | -7.4% |
| 30D | +0.8% | -13.0% | +13.8% | +2.8% |
| 3M | -0.8% | -24.8% | +24.0% | +3.2% |
| 6M | -8.5% | -23.5% | +15.0% | -5.0% |
| YTD | +5.9% | +13.8% | -7.9% | +3.9% |
| 1Y | +6.6% | +13.4% | -6.8% | +4.5% |
| 3Y | +302.2% | +62.8% | +239.4% | +272.1% |
| 5Y | +250.8% | +28.5% | +222.3% | +230.0% |
| 10Y | +406.1% | +95.4% | +310.7% | +329.1% |
| All | +2,390.7% | +2,606.8% | -216.1% | +1,765.9% |
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