+29.8%
AEM vs IT
-30.3%
+60.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -2.9% |
| 7D | -5.0% | -12.7% | +7.7% | -5.7% |
| 30D | +8.5% | -8.9% | +17.3% | +7.9% |
| 3M | +29.3% | +10.1% | +19.1% | +31.8% |
| 6M | -12.9% | +7.3% | -20.2% | -10.9% |
| YTD | +16.8% | -32.4% | +49.1% | +14.0% |
| 1Y | +29.8% | -26.6% | +56.5% | +27.5% |
| All | +29.8% | -30.3% | +60.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling