+72.4%
IBM vs AEM
+349.6%
-277.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.3% | +4.3% | -4.0% | +0.1% |
| 30D | -1.5% | +13.1% | -14.6% | -2.0% |
| 3M | -16.8% | +24.8% | -41.5% | -17.4% |
| 6M | -9.0% | -8.2% | -0.8% | -8.8% |
| YTD | -20.1% | +19.8% | -39.9% | -21.9% |
| 1Y | -7.0% | +32.1% | -39.1% | -10.3% |
| 3Y | +72.4% | +348.2% | -275.8% | +47.3% |
| All | +72.4% | +349.6% | -277.2% | +47.3% |
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