+355.1%
AEM vs IEF
+3.8%
+351.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | -2.1% | -1.3% | -0.8% | -0.2% |
| 30D | +8.4% | -1.7% | +10.2% | +11.3% |
| 3M | +27.3% | -2.5% | +29.8% | +32.1% |
| 6M | -9.7% | -3.3% | -6.4% | -4.8% |
| YTD | +19.0% | -2.8% | +21.8% | +24.5% |
| 1Y | +31.5% | -2.7% | +34.2% | +37.4% |
| 3Y | +338.7% | +8.9% | +329.8% | +290.0% |
| 5Y | +307.4% | -9.4% | +316.8% | +378.1% |
| All | +355.1% | +3.8% | +351.3% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling