+330.6%
AEM vs ITUB
+120.1%
+210.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -4.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.5% |
| 30D | +8.5% | +10.7% | -2.3% | +4.1% |
| 3M | +29.3% | +10.1% | +19.2% | +23.9% |
| 6M | -12.9% | -0.1% | -12.8% | -13.3% |
| YTD | +16.8% | +18.4% | -1.6% | +10.6% |
| 1Y | +29.8% | +31.3% | -1.4% | +19.2% |
| All | +330.6% | +120.1% | +210.6% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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