+304.5%
AEM vs IP
+12.9%
+291.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.0% | +3.5% |
| 7D | +7.5% | -5.0% | +12.4% | +8.1% |
| 30D | +1.6% | +6.5% | -4.9% | +0.8% |
| 3M | +14.5% | -18.0% | +32.6% | +16.7% |
| 6M | +6.6% | +10.3% | -3.7% | +5.9% |
| YTD | +12.2% | -9.9% | +22.1% | +12.4% |
| 1Y | +19.4% | -1.1% | +20.5% | +19.5% |
| All | +304.5% | +12.9% | +291.6% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling