+4,864.2%
AEM vs IBB
+560.8%
+4,303.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | +24.0% | +10.5% | +13.5% | +21.5% |
| 3M | +16.1% | +23.6% | -7.5% | +11.1% |
| 6M | -11.6% | +22.6% | -34.2% | -15.2% |
| YTD | +21.5% | +25.7% | -4.1% | +16.1% |
| 1Y | +39.2% | +51.4% | -12.2% | +28.2% |
| 3Y | +347.4% | +64.4% | +283.1% | +303.8% |
| 5Y | +290.1% | +22.1% | +268.0% | +269.2% |
| 10Y | +357.8% | +132.5% | +225.3% | +281.3% |
| All | +4,864.2% | +560.8% | +4,303.3% | +3,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling