+2,536.4%
IBM vs AEM
+3,071.0%
-534.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.4% |
| 7D | -0.3% | -5.6% | +5.3% | -0.2% |
| 30D | +6.8% | -3.9% | +10.6% | +6.8% |
| 3M | +4.4% | -3.4% | +7.8% | +4.4% |
| 6M | +13.2% | -9.0% | +22.2% | +13.3% |
| YTD | -15.1% | +5.9% | -21.1% | -15.4% |
| 1Y | -20.2% | +4.0% | -24.2% | -20.4% |
| 3Y | +79.3% | +298.8% | -219.5% | +75.3% |
| 5Y | +147.5% | +250.7% | -103.3% | +141.9% |
| 10Y | +140.2% | +405.9% | -265.8% | +133.5% |
| All | +2,536.4% | +3,071.0% | -534.7% | +2,802.5% |
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