+355.1%
AEM vs FANG
+182.5%
+172.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | +8.4% | +2.6% | +5.8% | +8.2% |
| 3M | +27.3% | +7.6% | +19.7% | +26.5% |
| 6M | -9.7% | +17.3% | -27.0% | -11.1% |
| YTD | +19.0% | +38.7% | -19.7% | +15.4% |
| 1Y | +31.5% | +51.6% | -20.2% | +26.5% |
| 3Y | +338.7% | +50.0% | +288.7% | +319.1% |
| 5Y | +307.4% | +237.6% | +69.9% | +267.6% |
| All | +355.1% | +182.5% | +172.6% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling