+16.0%
BX vs AEM
+294.2%
-278.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.4% |
| 7D | -8.9% | -5.0% | -3.9% | -8.2% |
| 30D | -14.8% | +8.5% | -23.2% | -15.9% |
| 3M | +6.9% | +29.3% | -22.3% | +2.6% |
| 6M | +16.3% | -12.9% | +29.2% | +17.6% |
| YTD | -16.1% | +16.8% | -32.9% | -19.2% |
| 1Y | -26.8% | +29.8% | -56.6% | -31.0% |
| 3Y | +22.4% | +336.7% | -314.3% | -11.0% |
| 5Y | +16.0% | +299.9% | -283.9% | -15.2% |
| All | +16.0% | +294.2% | -278.1% | -15.2% |
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