+408.6%
AEM vs IBB
+127.7%
+280.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | -5.6% | +1.6% | -7.3% | -6.1% |
| 30D | -3.9% | +6.7% | -10.6% | -5.9% |
| 3M | -3.4% | +6.3% | -9.8% | -5.3% |
| 6M | -9.0% | +23.9% | -32.9% | -14.8% |
| YTD | +5.9% | +26.6% | -20.7% | -1.2% |
| 1Y | +4.0% | +29.6% | -25.7% | -3.6% |
| 3Y | +298.8% | +86.1% | +212.7% | +234.9% |
| 5Y | +250.7% | +40.3% | +210.4% | +211.4% |
| All | +408.6% | +127.7% | +280.8% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling