+134.5%
IBM vs AEM
+369.2%
-234.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.3% |
| 7D | -0.3% | -5.0% | +4.8% | 0.0% |
| 30D | -1.8% | +8.5% | -10.3% | -2.3% |
| 3M | -13.5% | +29.3% | -42.7% | -14.8% |
| 6M | -5.1% | -12.9% | +7.8% | -4.6% |
| YTD | -19.4% | +16.8% | -36.2% | -20.7% |
| 1Y | -6.5% | +29.8% | -36.4% | -8.9% |
| 3Y | +73.8% | +336.7% | -262.9% | +56.1% |
| 5Y | +116.3% | +299.9% | -183.6% | +93.5% |
| All | +134.5% | +369.2% | -234.7% | +106.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling