+302.8%
AEM vs IP
-17.2%
+320.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -0.5% | -5.3% | +4.7% | +0.2% |
| 30D | +24.0% | -10.9% | +34.9% | +26.0% |
| 3M | +16.1% | +11.2% | +4.9% | +14.3% |
| 6M | -11.6% | -10.2% | -1.4% | -11.2% |
| YTD | +21.5% | -2.0% | +23.5% | +20.9% |
| 1Y | +39.2% | -19.1% | +58.3% | +40.8% |
| 3Y | +347.4% | +20.9% | +326.6% | +304.8% |
| All | +302.8% | -17.2% | +320.0% | +276.7% |
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