+390.1%
AEM vs IP
+24.7%
+365.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -5.1% |
| 7D | +13.9% | 0.0% | +13.8% | +13.9% |
| 30D | +0.8% | +9.4% | -8.6% | +0.1% |
| 3M | +5.8% | -14.1% | +19.8% | +6.8% |
| 6M | -1.0% | +9.2% | -10.1% | -1.6% |
| YTD | +13.1% | -7.5% | +20.6% | +13.2% |
| 1Y | +14.4% | -2.8% | +17.2% | +14.3% |
| 3Y | +325.7% | +21.2% | +304.5% | +314.8% |
| 5Y | +273.7% | -11.5% | +285.2% | +264.5% |
| 10Y | +390.1% | +23.7% | +366.4% | +356.2% |
| All | +390.1% | +24.7% | +365.4% | +356.2% |
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