+1,317.0%
AEM vs IRM
+9,844.9%
-8,527.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.4% |
| 7D | -5.6% | +8.6% | -14.2% | -6.9% |
| 30D | -3.9% | 0.0% | -3.9% | -4.0% |
| 3M | -3.4% | -7.1% | +3.7% | -2.5% |
| 6M | -9.0% | -7.9% | -1.2% | -8.0% |
| YTD | +5.9% | +41.3% | -35.4% | +0.3% |
| 1Y | +4.0% | +20.7% | -16.8% | +0.7% |
| 3Y | +298.8% | +112.2% | +186.6% | +253.4% |
| 5Y | +250.7% | +191.2% | +59.5% | +196.3% |
| 10Y | +405.9% | +524.3% | -118.4% | +278.3% |
| All | +1,317.0% | +9,844.9% | -8,527.9% | +895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling