+20.6%
BAC vs AEM
+257.7%
-237.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.2% |
| 7D | -1.9% | +1.4% | -3.2% | -2.0% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | -20.4% | +2.5% | -23.0% | -20.9% |
| 6M | +1.3% | -5.1% | +6.4% | +1.1% |
| YTD | -6.4% | +10.4% | -16.8% | -8.4% |
| 1Y | -3.5% | +11.8% | -15.3% | -5.7% |
| 3Y | +96.7% | +315.6% | -218.9% | +63.5% |
| 5Y | +20.6% | +266.3% | -245.7% | -2.7% |
| All | +20.6% | +257.7% | -237.1% | -2.7% |
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