+348.2%
AEM vs IT
-51.4%
+399.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -1.3% |
| 7D | +4.3% | -9.1% | +13.5% | +4.5% |
| 30D | +13.1% | -7.0% | +20.1% | +13.3% |
| 3M | +24.8% | +7.6% | +17.2% | +25.4% |
| 6M | -8.2% | +2.1% | -10.4% | -7.5% |
| YTD | +19.8% | -31.6% | +51.4% | +23.2% |
| 1Y | +32.1% | -29.9% | +62.0% | +35.3% |
| 3Y | +348.2% | -51.3% | +399.5% | +373.8% |
| All | +348.2% | -51.4% | +399.6% | +373.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling