+339.3%
AEM vs IR
+334.2%
+5.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -5.6% | +4.3% | -9.9% | -6.1% |
| 30D | -3.9% | +8.1% | -12.0% | -4.8% |
| 3M | -3.4% | +0.7% | -4.1% | -3.6% |
| 6M | -9.0% | +16.6% | -25.7% | -10.8% |
| YTD | +5.9% | +7.8% | -1.9% | +4.9% |
| 1Y | +4.0% | +9.9% | -5.9% | +2.7% |
| 3Y | +298.8% | +25.2% | +273.6% | +287.1% |
| 5Y | +250.7% | +46.8% | +203.9% | +231.5% |
| All | +339.3% | +334.2% | +5.2% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling