+304.9%
AEM vs ITUB
+186.2%
+118.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -2.1% | +2.2% | -4.3% | -2.8% |
| 30D | +8.4% | +12.6% | -4.2% | +5.0% |
| 3M | +27.3% | +6.4% | +20.9% | +24.9% |
| 6M | -9.7% | +0.6% | -10.2% | -10.0% |
| YTD | +19.0% | +18.8% | +0.1% | +14.5% |
| 1Y | +31.5% | +31.0% | +0.5% | +23.9% |
| 3Y | +338.7% | +118.1% | +220.6% | +272.8% |
| All | +304.9% | +186.2% | +118.7% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling