+18.7%
AEM vs IBN
+4.2%
+14.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.8% | +5.9% | +7.8% |
| 7D | +0.2% | +8.9% | -8.7% | -3.7% |
| 30D | +0.1% | +12.6% | -12.6% | -5.5% |
| 3M | +22.1% | +3.1% | +19.0% | +20.0% |
| 6M | +2.4% | +20.6% | -18.2% | -6.5% |
| YTD | +8.9% | +5.8% | +3.1% | -2.4% |
| 1Y | +18.7% | +3.7% | +15.0% | +7.4% |
| All | +18.7% | +4.2% | +14.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling