+408.7%
AEM vs IP
+20.8%
+387.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -6.8% | -0.3% | -6.6% | -6.8% |
| 30D | +0.8% | +7.9% | -7.1% | +0.2% |
| 3M | -0.8% | -15.3% | +14.5% | +0.3% |
| 6M | -8.5% | +10.5% | -19.0% | -9.1% |
| YTD | +5.9% | -9.4% | +15.3% | +6.2% |
| 1Y | +6.6% | -4.6% | +11.2% | +6.6% |
| 3Y | +302.2% | +21.2% | +281.0% | +292.2% |
| 5Y | +250.8% | -13.3% | +264.1% | +242.7% |
| All | +408.7% | +20.8% | +387.9% | +436.1% |
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