+1,821.9%
BA vs AEM
+3,538.8%
-1,716.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | -11.6% | +24.0% | -35.6% | -12.3% |
| 3M | -2.4% | +16.1% | -18.5% | -2.9% |
| 6M | -6.6% | -11.6% | +5.0% | -6.4% |
| YTD | -2.2% | +21.5% | -23.8% | -2.9% |
| 1Y | -8.0% | +39.2% | -47.2% | -9.0% |
| 3Y | -5.0% | +347.4% | -352.4% | -8.8% |
| 5Y | -2.7% | +290.1% | -292.9% | -6.6% |
| 10Y | +75.9% | +357.8% | -281.9% | +67.3% |
| All | +1,821.9% | +3,538.8% | -1,716.9% | +1,920.2% |
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