+404.2%
AEM vs IR
+288.5%
+115.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.3% |
| 7D | -0.5% | -2.8% | +2.3% | -0.2% |
| 30D | +24.0% | -15.1% | +39.2% | +26.4% |
| 3M | +16.1% | +6.1% | +10.0% | +15.2% |
| 6M | -11.6% | -16.8% | +5.2% | -10.0% |
| YTD | +21.5% | -3.5% | +25.1% | +22.0% |
| 1Y | +39.2% | -3.5% | +42.7% | +39.7% |
| 3Y | +347.4% | +9.5% | +338.0% | +341.1% |
| 5Y | +290.1% | +45.1% | +245.1% | +272.1% |
| All | +404.2% | +288.5% | +115.6% | +396.7% |
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 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