+1,317.4%
AEM vs IRM
+9,772.9%
-8,455.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -6.8% | +6.8% | -13.6% | -7.8% |
| 30D | +0.8% | +2.6% | -1.8% | +0.3% |
| 3M | -0.8% | -9.5% | +8.6% | +0.5% |
| 6M | -8.5% | -8.5% | 0.0% | -7.4% |
| YTD | +5.9% | +40.3% | -34.3% | +0.4% |
| 1Y | +6.6% | +28.7% | -22.1% | +2.4% |
| 3Y | +302.2% | +111.8% | +190.4% | +256.6% |
| 5Y | +250.8% | +189.1% | +61.7% | +196.7% |
| 10Y | +406.1% | +519.8% | -113.7% | +278.8% |
| All | +1,317.4% | +9,772.9% | -8,455.5% | +896.8% |
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