+2,120.1%
AEM vs ITUB
+1,959.7%
+160.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +4.3% | +8.2% | -3.9% | +2.4% |
| 30D | +13.1% | +4.7% | +8.4% | +11.9% |
| 3M | +24.8% | +13.0% | +11.8% | +21.1% |
| 6M | -8.2% | +4.2% | -12.4% | -9.1% |
| YTD | +19.8% | +18.6% | +1.3% | +15.3% |
| 1Y | +32.1% | +31.3% | +0.8% | +24.1% |
| 3Y | +348.2% | +124.9% | +223.3% | +269.3% |
| 5Y | +297.5% | +195.6% | +101.9% | +199.4% |
| 10Y | +343.3% | +196.4% | +146.9% | +197.3% |
| All | +2,120.1% | +1,959.7% | +160.4% | +999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling