+3,448.7%
AEM vs IFF
+830.6%
+2,618.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -5.0% | -2.8% | -2.3% | -4.5% |
| 30D | +8.5% | -1.1% | +9.6% | +8.7% |
| 3M | +29.3% | +13.8% | +15.4% | +26.1% |
| 6M | -12.9% | +16.7% | -29.6% | -15.6% |
| YTD | +16.8% | +26.1% | -9.4% | +11.6% |
| 1Y | +29.8% | +33.5% | -3.7% | +22.6% |
| 3Y | +336.7% | +31.6% | +305.1% | +310.6% |
| 5Y | +299.9% | -34.9% | +334.8% | +316.8% |
| 10Y | +362.2% | -20.3% | +382.5% | +347.6% |
| All | +3,448.7% | +830.6% | +2,618.2% | +3,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling