+299.6%
AEM vs IT
-44.8%
+344.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -0.9% |
| 7D | +4.3% | -9.1% | +13.5% | +5.0% |
| 30D | +13.1% | -7.0% | +20.1% | +13.6% |
| 3M | +24.8% | +7.6% | +17.2% | +24.3% |
| 6M | -8.2% | +2.1% | -10.4% | -8.3% |
| YTD | +19.8% | -31.6% | +51.4% | +24.5% |
| 1Y | +32.1% | -29.9% | +62.0% | +36.3% |
| 3Y | +348.2% | -51.3% | +399.5% | +381.7% |
| All | +299.6% | -44.8% | +344.3% | +308.3% |
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