+18.7%
AEM vs IP
+2.3%
+16.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +9.2% |
| 7D | +0.2% | +3.4% | -3.2% | -0.8% |
| 30D | +0.1% | +11.2% | -11.2% | -2.9% |
| 3M | +22.1% | -14.8% | +36.9% | +26.5% |
| 6M | +2.4% | +17.3% | -14.9% | -1.6% |
| YTD | +8.9% | -6.2% | +15.1% | +7.7% |
| 1Y | +18.7% | +2.3% | +16.4% | +15.5% |
| All | +18.7% | +2.3% | +16.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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