+357.9%
AEM vs IR
+332.9%
+25.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -1.2% | +7.6% | -8.8% | -2.1% |
| 3M | +2.5% | +0.1% | +2.4% | +2.4% |
| 6M | -5.1% | +14.0% | -19.0% | -6.7% |
| YTD | +10.4% | +7.5% | +2.9% | +9.3% |
| 1Y | +11.8% | +10.1% | +1.6% | +10.4% |
| 3Y | +315.6% | +24.9% | +290.8% | +303.6% |
| 5Y | +266.3% | +46.9% | +219.4% | +246.3% |
| All | +357.9% | +332.9% | +25.1% | +345.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling