+301.0%
AEM vs IBB
+37.5%
+263.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +15.8% | -1.8% | +17.7% | +16.7% |
| 30D | +6.2% | +5.1% | +1.1% | +3.6% |
| 3M | +14.3% | +10.7% | +3.6% | +9.2% |
| 6M | +1.4% | +22.9% | -21.5% | -7.5% |
| YTD | +13.7% | +26.7% | -13.0% | +2.7% |
| 1Y | +21.3% | +35.1% | -13.8% | +7.1% |
| 3Y | +309.9% | +80.2% | +229.7% | +223.9% |
| All | +301.0% | +37.5% | +263.5% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling