+348.2%
AEM vs IR
+8.4%
+339.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +13.1% | -13.6% | +26.7% | +16.8% |
| 3M | +24.8% | +3.7% | +21.1% | +23.4% |
| 6M | -8.2% | -13.1% | +4.8% | -6.4% |
| YTD | +19.8% | -5.1% | +24.9% | +21.3% |
| 1Y | +32.1% | -6.5% | +38.5% | +34.0% |
| 3Y | +348.2% | +8.5% | +339.7% | +354.3% |
| All | +348.2% | +8.4% | +339.8% | +354.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling