+362.7%
AEM vs IP
+26.3%
+336.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +15.8% | -5.1% | +20.9% | +16.3% |
| 30D | +6.2% | +8.5% | -2.3% | +5.5% |
| 3M | +14.3% | -13.8% | +28.2% | +15.5% |
| 6M | +1.4% | +5.7% | -4.3% | +1.0% |
| YTD | +13.7% | -9.1% | +22.9% | +14.0% |
| 1Y | +21.3% | -0.8% | +22.1% | +21.1% |
| 3Y | +309.9% | +14.8% | +295.1% | +300.8% |
| 5Y | +301.0% | -11.5% | +312.5% | +291.6% |
| All | +362.7% | +26.3% | +336.5% | +336.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling