-23.4%
BITO vs AEM
+17.3%
-40.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | -0.1% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -6.7% | +0.1% | -6.8% | -7.0% |
| 3M | +23.1% | +22.1% | +1.0% | +15.7% |
| 6M | -2.0% | +2.4% | -4.5% | -3.6% |
| YTD | -11.4% | +8.9% | -20.3% | -19.9% |
| 1Y | -23.4% | +18.7% | -42.1% | -36.0% |
| All | -23.4% | +17.3% | -40.6% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling