+297.5%
AEM vs IBB
+20.0%
+277.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | +4.3% | -1.7% | +6.0% | +5.1% |
| 30D | +13.1% | +4.9% | +8.3% | +11.0% |
| 3M | +24.8% | +24.2% | +0.6% | +14.0% |
| 6M | -8.2% | +23.8% | -32.1% | -15.9% |
| YTD | +19.8% | +23.0% | -3.1% | +10.3% |
| 1Y | +32.1% | +46.2% | -14.1% | +14.5% |
| 3Y | +348.2% | +64.8% | +283.4% | +270.5% |
| 5Y | +297.5% | +20.9% | +276.6% | +217.4% |
| All | +297.5% | +20.0% | +277.5% | +217.4% |
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