+934.0%
BE vs AEM
+418.3%
+515.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.6% |
| 7D | +9.7% | -5.0% | +14.8% | +12.4% |
| 30D | +22.4% | +8.5% | +13.9% | +16.9% |
| 3M | +10.4% | +29.3% | -18.9% | -3.3% |
| 6M | +67.9% | -12.9% | +80.8% | +76.2% |
| YTD | +197.5% | +16.8% | +180.7% | +174.1% |
| 1Y | +310.6% | +29.8% | +280.7% | +266.6% |
| 3Y | +1,657.2% | +336.7% | +1,320.5% | +817.6% |
| 5Y | +1,218.2% | +299.9% | +918.2% | +588.1% |
| All | +934.0% | +418.3% | +515.7% | +527.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling