+408.7%
AEM vs IRM
+520.0%
-111.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -6.8% | +6.8% | -13.6% | -8.2% |
| 30D | +0.8% | +2.6% | -1.8% | 0.0% |
| 3M | -0.8% | -9.5% | +8.6% | +1.0% |
| 6M | -8.5% | -8.5% | 0.0% | -7.0% |
| YTD | +5.9% | +40.3% | -34.3% | -1.5% |
| 1Y | +6.6% | +28.7% | -22.1% | +0.8% |
| 3Y | +302.2% | +111.8% | +190.4% | +240.9% |
| 5Y | +250.8% | +189.1% | +61.7% | +182.4% |
| All | +408.7% | +520.0% | -111.3% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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