+249.0%
AEM vs IT
-42.2%
+291.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -6.8% | +1.1% | -7.9% | -6.9% |
| 30D | +0.8% | -1.8% | +2.7% | +0.7% |
| 3M | -0.8% | +4.8% | -5.7% | -1.4% |
| 6M | -8.5% | +33.0% | -41.5% | -10.7% |
| YTD | +5.9% | -23.8% | +29.8% | +9.2% |
| 1Y | +6.6% | -16.5% | +23.1% | +8.5% |
| 3Y | +302.2% | -53.6% | +355.8% | +345.4% |
| All | +249.0% | -42.2% | +291.2% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling