+699.9%
IYR vs AEM
+4,130.0%
-3,430.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | -2.5% | +13.1% | -15.6% | -3.8% |
| 3M | +1.5% | +24.8% | -23.3% | -1.0% |
| 6M | +3.9% | -8.2% | +12.1% | +4.2% |
| YTD | +9.5% | +19.8% | -10.3% | +6.7% |
| 1Y | +7.5% | +32.1% | -24.6% | +3.4% |
| 3Y | +30.8% | +348.2% | -317.4% | +10.9% |
| 5Y | +4.8% | +297.5% | -292.7% | -11.1% |
| 10Y | +64.3% | +343.3% | -279.0% | +34.1% |
| All | +699.9% | +4,130.0% | -3,430.1% | +459.0% |
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