+304.9%
AEM vs IFF
-35.8%
+340.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -2.1% | -3.2% | +1.0% | -1.3% |
| 30D | +8.4% | -0.3% | +8.7% | +8.5% |
| 3M | +27.3% | +8.4% | +18.8% | +24.7% |
| 6M | -9.7% | +23.0% | -32.7% | -14.1% |
| YTD | +19.0% | +25.5% | -6.5% | +12.6% |
| 1Y | +31.5% | +29.1% | +2.4% | +23.6% |
| 3Y | +338.7% | +31.7% | +307.0% | +310.4% |
| All | +304.9% | -35.8% | +340.7% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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