+950.6%
BX vs AEM
+618.1%
+332.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.0% | +4.3% | -6.3% | -2.5% |
| 30D | -2.3% | +13.1% | -15.4% | -3.9% |
| 3M | +18.5% | +24.8% | -6.3% | +15.0% |
| 6M | +23.7% | -8.2% | +32.0% | +24.3% |
| YTD | -10.4% | +19.8% | -30.2% | -13.2% |
| 1Y | -19.6% | +32.1% | -51.6% | -23.3% |
| 3Y | +30.8% | +348.2% | -317.4% | +5.3% |
| 5Y | +24.3% | +297.5% | -273.1% | +0.1% |
| 10Y | +679.5% | +343.3% | +336.2% | +493.5% |
| All | +950.6% | +618.1% | +332.5% | +415.3% |
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