+2,413.6%
IBM vs AEM
+3,538.8%
-1,125.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.3% | +24.0% | -23.7% | 0.0% |
| 3M | -21.6% | +16.1% | -37.7% | -21.8% |
| 6M | -4.7% | -11.6% | +6.9% | -4.6% |
| YTD | -19.1% | +21.5% | -40.6% | -19.4% |
| 1Y | -2.5% | +39.2% | -41.7% | -3.2% |
| 3Y | +74.2% | +347.4% | -273.3% | +70.0% |
| 5Y | +113.1% | +290.1% | -177.0% | +108.1% |
| 10Y | +133.5% | +357.8% | -224.3% | +127.0% |
| All | +2,413.6% | +3,538.8% | -1,125.2% | +2,662.6% |
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 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