+338.7%
AEM vs IDXX
+7.6%
+331.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -2.1% | -5.7% | +3.6% | -1.3% |
| 30D | +8.4% | -11.5% | +20.0% | +10.3% |
| 3M | +27.3% | -9.5% | +36.8% | +28.8% |
| 6M | -9.7% | -16.0% | +6.3% | -7.6% |
| YTD | +19.0% | -25.4% | +44.4% | +23.6% |
| 1Y | +31.5% | -21.8% | +53.3% | +35.6% |
| 3Y | +338.7% | +7.0% | +331.7% | +324.4% |
| All | +338.7% | +7.6% | +331.1% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling