-8.8%
BA vs AEM
+31.9%
-40.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +2.5% | +4.3% | -1.9% | +1.6% |
| 30D | -10.1% | +13.1% | -23.2% | -12.8% |
| 3M | -2.4% | +24.8% | -27.2% | -7.7% |
| 6M | -8.8% | -8.2% | -0.6% | -9.9% |
| YTD | -2.9% | +19.8% | -22.8% | -6.3% |
| 1Y | -8.8% | +32.1% | -40.8% | -14.7% |
| All | -8.8% | +31.9% | -40.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling