+4,765.4%
AEM vs INSM
-19.5%
+4,784.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.3% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | +12.5% | -4.4% | +16.9% | +12.6% |
| 3M | +26.9% | +30.0% | -3.1% | +26.0% |
| 6M | -9.4% | -10.0% | +0.6% | -9.4% |
| YTD | +20.3% | -26.0% | +46.3% | +20.7% |
| 1Y | +33.8% | -12.5% | +46.3% | +33.8% |
| 3Y | +349.8% | +390.5% | -40.7% | +329.8% |
| 5Y | +301.0% | +357.7% | -56.7% | +281.9% |
| 10Y | +376.1% | +877.2% | -501.2% | +339.2% |
| All | +4,765.4% | -19.5% | +4,784.9% | +4,198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling