+301.0%
AEM vs IRM
+190.5%
+110.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +3.0% | +3.0% | 0.0% | +2.1% |
| 30D | +12.5% | -5.2% | +17.7% | +14.2% |
| 3M | +26.9% | -8.0% | +35.0% | +30.0% |
| 6M | -9.4% | +9.2% | -18.6% | -12.0% |
| YTD | +20.3% | +41.0% | -20.7% | +8.0% |
| 1Y | +33.8% | +23.3% | +10.5% | +24.6% |
| 3Y | +349.8% | +102.8% | +247.0% | +242.0% |
| 5Y | +301.0% | +192.8% | +108.2% | +179.9% |
| All | +301.0% | +190.5% | +110.5% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling