-26.4%
BA vs AEM
+252.0%
-278.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | -6.8% | +5.8% | +0.1% |
| 30D | -7.1% | +0.8% | -7.9% | -7.6% |
| 3M | -25.5% | -0.8% | -24.7% | -26.0% |
| 6M | -28.7% | -8.5% | -20.2% | -28.4% |
| YTD | -21.0% | +5.9% | -27.0% | -23.2% |
| 1Y | -11.9% | +6.6% | -18.5% | -14.5% |
| 3Y | -16.2% | +302.2% | -318.3% | -37.6% |
| All | -26.4% | +252.0% | -278.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling