+299.9%
AEM vs IEF
-9.3%
+309.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -1.9% |
| 7D | -5.0% | -1.2% | -3.9% | -3.5% |
| 30D | +8.5% | -1.5% | +9.9% | +10.7% |
| 3M | +29.3% | -1.7% | +30.9% | +32.3% |
| 6M | -12.9% | -3.5% | -9.4% | -8.4% |
| YTD | +16.8% | -2.6% | +19.4% | +21.5% |
| 1Y | +29.8% | -2.4% | +32.2% | +34.6% |
| 3Y | +336.7% | +8.9% | +327.8% | +293.9% |
| 5Y | +299.9% | -9.2% | +309.2% | +333.1% |
| All | +299.9% | -9.3% | +309.3% | +333.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling