+375.9%
AEM vs IP
+31.6%
+344.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.6% |
| 7D | +17.8% | -3.0% | +20.9% | +18.1% |
| 30D | +6.2% | +10.6% | -4.4% | +5.4% |
| 3M | +12.5% | -13.6% | +26.1% | +13.6% |
| 6M | +4.4% | +10.4% | -6.0% | +3.7% |
| YTD | +19.2% | -6.5% | +25.7% | +19.2% |
| 1Y | +25.5% | -2.1% | +27.6% | +25.2% |
| 3Y | +346.4% | +22.0% | +324.5% | +335.0% |
| 5Y | +305.7% | -9.7% | +315.4% | +295.4% |
| 10Y | +375.9% | +26.8% | +349.1% | +364.0% |
| All | +375.9% | +31.6% | +344.3% | +364.0% |
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