-9.4%
AEM vs INSM
-7.8%
-1.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | -0.1% |
| 7D | +3.0% | +1.7% | +1.3% | +2.8% |
| 30D | +12.5% | -4.4% | +16.9% | +13.1% |
| 3M | +26.9% | +30.0% | -3.1% | +21.1% |
| 6M | -9.4% | -10.0% | +0.6% | -9.3% |
| All | -9.4% | -7.8% | -1.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 6mo: compounded portfolio wealth divided by compounded INSM 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…
6mo analysis · Full analysis span regression · 6 months rolling