-10.6%
BITO vs AEM
+285.8%
-296.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.7% |
| 7D | -5.8% | -5.0% | -0.8% | -4.7% |
| 30D | +21.1% | +8.5% | +12.7% | +19.0% |
| 3M | +23.5% | +29.3% | -5.8% | +16.6% |
| 6M | +8.3% | -12.9% | +21.2% | +10.5% |
| YTD | -13.9% | +16.8% | -30.6% | -17.7% |
| 1Y | -34.5% | +29.8% | -64.4% | -39.1% |
| 3Y | +147.0% | +336.7% | -189.7% | +66.4% |
| All | -10.6% | +285.8% | -296.4% | -38.5% |
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