+273.7%
AEM vs IP
-11.1%
+284.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -5.0% |
| 7D | +13.9% | 0.0% | +13.8% | +13.9% |
| 30D | +0.8% | +9.4% | -8.6% | -0.6% |
| 3M | +5.8% | -14.1% | +19.8% | +7.9% |
| 6M | -1.0% | +9.2% | -10.1% | -2.3% |
| YTD | +13.1% | -7.5% | +20.6% | +13.2% |
| 1Y | +14.4% | -2.8% | +17.2% | +14.0% |
| 3Y | +325.7% | +21.2% | +304.5% | +282.1% |
| 5Y | +273.7% | -11.5% | +285.2% | +253.4% |
| All | +273.7% | -11.1% | +284.8% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling