+356.7%
AEM vs IBB
+68.6%
+288.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -1.3% |
| 30D | +24.0% | +10.5% | +13.5% | +18.3% |
| 3M | +16.1% | +23.6% | -7.5% | +4.9% |
| 6M | -11.6% | +22.6% | -34.2% | -19.8% |
| YTD | +21.5% | +25.7% | -4.1% | +9.4% |
| 1Y | +39.2% | +51.4% | -12.2% | +18.0% |
| All | +356.7% | +68.6% | +288.1% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling