+1,395.9%
IBKR vs AEM
+607.8%
+788.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.8% |
| 7D | -3.8% | -5.0% | +1.2% | -3.5% |
| 30D | -0.3% | +8.5% | -8.8% | -0.7% |
| 3M | +4.8% | +29.3% | -24.5% | +3.3% |
| 6M | +30.8% | -12.9% | +43.7% | +31.4% |
| YTD | +39.5% | +16.8% | +22.7% | +38.2% |
| 1Y | +43.7% | +29.8% | +13.8% | +41.8% |
| 3Y | +284.7% | +336.7% | -52.1% | +261.6% |
| 5Y | +484.9% | +299.9% | +185.0% | +448.5% |
| 10Y | +980.8% | +362.2% | +618.6% | +891.5% |
| All | +1,395.9% | +607.8% | +788.1% | +995.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling