+1,912.7%
AEM vs IT
+6,296.6%
-4,384.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | -0.8% | +4.8% | -5.7% | -1.4% |
| 6M | -8.5% | +33.0% | -41.5% | -10.8% |
| YTD | +5.9% | -23.8% | +29.8% | +6.7% |
| 1Y | +6.6% | -16.5% | +23.1% | +6.7% |
| 3Y | +302.2% | -53.6% | +355.8% | +316.6% |
| 5Y | +250.8% | -42.1% | +292.9% | +256.0% |
| 10Y | +406.1% | +90.1% | +316.0% | +367.8% |
| All | +1,912.7% | +6,296.6% | -4,384.0% | +1,742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling