+293.0%
IBKR vs AEM
+339.2%
-46.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | -0.2% | +8.4% | -8.7% | -1.7% |
| 3M | +3.0% | +27.3% | -24.3% | -1.7% |
| 6M | +33.9% | -9.7% | +43.5% | +33.9% |
| YTD | +42.5% | +19.0% | +23.6% | +38.3% |
| 1Y | +44.9% | +31.5% | +13.4% | +40.2% |
| 3Y | +293.0% | +338.7% | -45.7% | +294.9% |
| All | +293.0% | +339.2% | -46.2% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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