+73.1%
BAC vs AEM
+296.4%
-223.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | -1.4% | +12.5% | -13.9% | -2.4% |
| 3M | +15.7% | +26.9% | -11.2% | +13.1% |
| 6M | +32.2% | -9.4% | +41.6% | +32.5% |
| YTD | +15.8% | +20.3% | -4.5% | +12.8% |
| 1Y | +27.3% | +33.8% | -6.5% | +22.6% |
| 3Y | +137.5% | +349.8% | -212.4% | +98.9% |
| 5Y | +73.1% | +301.0% | -228.0% | +43.7% |
| All | +73.1% | +296.4% | -223.3% | +43.7% |
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 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