+2,144.2%
AEM vs IEF
+129.1%
+2,015.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +4.3% | +0.1% | +4.3% | +4.3% |
| 30D | +13.1% | -0.7% | +13.9% | +13.8% |
| 3M | +24.8% | -0.4% | +25.2% | +25.3% |
| 6M | -8.2% | -2.5% | -5.8% | -6.2% |
| YTD | +19.8% | -1.6% | +21.4% | +21.6% |
| 1Y | +32.1% | -1.3% | +33.4% | +33.7% |
| 3Y | +348.2% | +10.1% | +338.1% | +320.6% |
| 5Y | +297.5% | -8.3% | +305.8% | +315.9% |
| 10Y | +343.3% | +4.5% | +338.8% | +334.4% |
| All | +2,144.2% | +129.1% | +2,015.1% | +1,764.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling