+31.5%
AEM vs IOT
-1.6%
+33.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -2.1% | -4.5% | +2.4% | -2.2% |
| 30D | +8.4% | -2.4% | +10.9% | +8.4% |
| 3M | +27.3% | +19.0% | +8.3% | +27.6% |
| 6M | -9.7% | +19.6% | -29.3% | -8.8% |
| YTD | +19.0% | +8.3% | +10.7% | +16.9% |
| 1Y | +31.5% | -0.8% | +32.3% | +29.3% |
| All | +31.5% | -1.6% | +33.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling