+140.5%
IBM vs AEM
+383.3%
-242.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +3.6% | +3.0% | +0.6% | +3.4% |
| 30D | +1.5% | +12.5% | -11.0% | +0.9% |
| 3M | -12.9% | +26.9% | -39.9% | -14.1% |
| 6M | -3.9% | -9.4% | +5.5% | -3.6% |
| YTD | -17.3% | +20.3% | -37.6% | -18.8% |
| 1Y | -5.0% | +33.8% | -38.8% | -7.5% |
| 3Y | +78.2% | +349.8% | -271.6% | +59.8% |
| 5Y | +120.6% | +301.0% | -180.4% | +97.3% |
| All | +140.5% | +383.3% | -242.8% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling