+911.5%
BE vs AEM
+439.5%
+472.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.5% | +7.9% |
| 7D | +20.0% | -0.5% | +20.5% | +20.2% |
| 30D | +7.9% | +24.0% | -16.1% | -3.6% |
| 3M | -13.2% | +16.1% | -29.3% | -19.7% |
| 6M | +53.5% | -11.6% | +65.1% | +60.1% |
| YTD | +191.0% | +21.5% | +169.5% | +163.1% |
| 1Y | +360.5% | +39.2% | +321.3% | +298.6% |
| 3Y | +1,568.0% | +347.4% | +1,220.6% | +760.3% |
| 5Y | +1,055.2% | +290.1% | +765.0% | +506.5% |
| All | +911.5% | +439.5% | +472.0% | +502.3% |
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