+2,021.4%
AEM vs ITOT
+885.8%
+1,135.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +12.5% | -1.6% | +14.1% | +13.6% |
| 3M | +26.9% | +3.5% | +23.4% | +24.7% |
| 6M | -9.4% | +13.1% | -22.6% | -15.0% |
| YTD | +20.3% | +12.7% | +7.5% | +13.2% |
| 1Y | +33.8% | +18.3% | +15.5% | +22.8% |
| 3Y | +349.8% | +76.4% | +273.4% | +227.7% |
| 5Y | +301.0% | +73.8% | +227.3% | +190.3% |
| 10Y | +376.1% | +301.2% | +74.9% | +94.4% |
| All | +2,021.4% | +885.8% | +1,135.5% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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