+4.7%
IYR vs AEM
+32.6%
-27.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -1.4% | -2.1% | +0.8% | -1.3% |
| 30D | -2.7% | +8.4% | -11.1% | -3.1% |
| 3M | -2.1% | +27.3% | -29.4% | -3.3% |
| 6M | +3.6% | -9.7% | +13.2% | +4.2% |
| YTD | +8.1% | +19.0% | -10.8% | +7.4% |
| 1Y | +4.7% | +31.5% | -26.8% | +2.3% |
| All | +4.7% | +32.6% | -27.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling