+384.3%
AEM vs IR
+271.9%
+112.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -5.0% | -3.1% | -2.0% | -4.7% |
| 30D | +8.5% | -14.0% | +22.5% | +10.4% |
| 3M | +29.3% | +3.7% | +25.5% | +28.6% |
| 6M | -12.9% | -15.4% | +2.5% | -11.4% |
| YTD | +16.8% | -7.7% | +24.4% | +17.8% |
| 1Y | +29.8% | -8.8% | +38.7% | +31.1% |
| 3Y | +336.7% | +5.6% | +331.1% | +332.5% |
| 5Y | +299.9% | +34.3% | +265.6% | +284.1% |
| All | +384.3% | +271.9% | +112.5% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling