+338.7%
AEM vs IEF
+9.0%
+329.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | -2.1% | -1.3% | -0.8% | -0.4% |
| 30D | +8.4% | -1.7% | +10.2% | +11.1% |
| 3M | +27.3% | -2.5% | +29.8% | +31.7% |
| 6M | -9.7% | -3.3% | -6.4% | -5.5% |
| YTD | +19.0% | -2.8% | +21.8% | +24.0% |
| 1Y | +31.5% | -2.7% | +34.2% | +36.8% |
| 3Y | +338.7% | +8.9% | +329.8% | +307.9% |
| All | +338.7% | +9.0% | +329.7% | +307.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling