+1,376.8%
BAC vs AEM
+3,538.8%
-2,162.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -0.4% | +24.0% | -24.4% | -0.6% |
| 3M | +16.9% | +16.1% | +0.8% | +16.7% |
| 6M | +26.6% | -11.6% | +38.2% | +26.7% |
| YTD | +15.8% | +21.5% | -5.8% | +15.5% |
| 1Y | +27.2% | +39.2% | -12.0% | +26.6% |
| 3Y | +132.4% | +347.4% | -215.0% | +129.0% |
| 5Y | +72.6% | +290.1% | -217.6% | +70.0% |
| 10Y | +389.7% | +357.8% | +31.9% | +380.7% |
| All | +1,376.8% | +3,538.8% | -2,162.0% | +1,596.4% |
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 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