+72.3%
BA vs AEM
+333.3%
-261.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.5% | +4.3% | -1.9% | +2.0% |
| 30D | -10.1% | +13.1% | -23.2% | -11.5% |
| 3M | -2.4% | +24.8% | -27.2% | -5.2% |
| 6M | -8.8% | -8.2% | -0.6% | -8.6% |
| YTD | -2.9% | +19.8% | -22.8% | -5.4% |
| 1Y | -8.8% | +32.1% | -40.8% | -12.1% |
| 3Y | -0.3% | +348.2% | -348.4% | -14.6% |
| 5Y | -0.3% | +297.5% | -297.8% | -14.8% |
| 10Y | +72.3% | +343.3% | -271.0% | +45.6% |
| All | +72.3% | +333.3% | -261.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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