+304.9%
AEM vs IBN
+58.3%
+246.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | +8.4% | -1.5% | +9.9% | +8.8% |
| 3M | +27.3% | +7.9% | +19.4% | +25.4% |
| 6M | -9.7% | +8.6% | -18.3% | -11.1% |
| YTD | +19.0% | -0.6% | +19.5% | +18.3% |
| 1Y | +31.5% | -7.3% | +38.8% | +32.0% |
| 3Y | +338.7% | +26.2% | +312.5% | +318.4% |
| All | +304.9% | +58.3% | +246.5% | +286.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling