+156.8%
BITO vs AEM
+339.2%
-182.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -3.4% | -2.1% | -1.3% | -3.1% |
| 30D | +21.4% | +8.4% | +13.0% | +19.9% |
| 3M | +20.5% | +27.3% | -6.8% | +16.0% |
| 6M | +7.4% | -9.7% | +17.0% | +7.5% |
| YTD | -13.9% | +19.0% | -32.8% | -16.2% |
| 1Y | -35.1% | +31.5% | -66.5% | -37.2% |
| 3Y | +156.8% | +338.7% | -181.9% | +145.1% |
| All | +156.8% | +339.2% | -182.3% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling