+309.9%
AEM vs IBB
+78.6%
+231.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +15.8% | -1.8% | +17.7% | +16.7% |
| 30D | +6.2% | +5.1% | +1.1% | +3.2% |
| 3M | +14.3% | +10.7% | +3.6% | +8.5% |
| 6M | +1.4% | +22.9% | -21.5% | -8.5% |
| YTD | +13.7% | +26.7% | -13.0% | +1.5% |
| 1Y | +21.3% | +35.1% | -13.8% | +6.1% |
| 3Y | +309.9% | +80.2% | +229.7% | +226.0% |
| All | +309.9% | +78.6% | +231.3% | +226.0% |
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