+33.0%
BLK vs AEM
+306.3%
-273.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.3% |
| 7D | -3.3% | -2.1% | -1.2% | -3.0% |
| 30D | -6.5% | +8.4% | -15.0% | -7.9% |
| 3M | +6.7% | +27.3% | -20.5% | +2.3% |
| 6M | +14.7% | -9.7% | +24.4% | +15.6% |
| YTD | +2.5% | +19.0% | -16.4% | -1.5% |
| 1Y | -2.8% | +31.5% | -34.3% | -8.3% |
| 3Y | +65.9% | +338.7% | -272.8% | +24.4% |
| All | +33.0% | +306.3% | -273.3% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling