+330.6%
AEM vs IOT
+24.0%
+306.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | +8.5% | -4.7% | +13.1% | +8.6% |
| 3M | +29.3% | +17.8% | +11.5% | +27.8% |
| 6M | -12.9% | +16.8% | -29.8% | -14.0% |
| YTD | +16.8% | +8.4% | +8.3% | +15.2% |
| 1Y | +29.8% | -0.8% | +30.6% | +28.7% |
| All | +330.6% | +24.0% | +306.6% | +288.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling