+1,470.1%
BA vs AEM
+3,304.9%
-1,834.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.1% | +15.8% | -14.8% | +0.6% |
| 30D | -7.9% | +6.2% | -14.1% | -8.1% |
| 3M | -25.3% | +14.3% | -39.7% | -25.7% |
| 6M | -24.6% | +1.4% | -26.0% | -24.7% |
| YTD | -20.1% | +13.7% | -33.9% | -20.6% |
| 1Y | -11.8% | +21.3% | -33.1% | -12.4% |
| 3Y | -10.1% | +309.9% | -320.0% | -13.6% |
| 5Y | -22.7% | +301.0% | -323.7% | -25.8% |
| 10Y | +35.1% | +344.0% | -309.0% | +28.6% |
| All | +1,470.1% | +3,304.9% | -1,834.8% | +1,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling