+384.8%
AEM vs FANG
+1,416.0%
-1,031.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.0% |
| 7D | -5.0% | +1.2% | -6.3% | -5.2% |
| 30D | +8.5% | +2.4% | +6.1% | +8.2% |
| 3M | +29.3% | +5.1% | +24.2% | +28.4% |
| 6M | -12.9% | +16.4% | -29.3% | -14.7% |
| YTD | +16.8% | +39.0% | -22.2% | +12.2% |
| 1Y | +29.8% | +50.6% | -20.8% | +23.6% |
| 3Y | +336.7% | +46.9% | +289.8% | +312.4% |
| 5Y | +299.9% | +238.2% | +61.7% | +245.2% |
| 10Y | +362.2% | +181.3% | +181.0% | +264.1% |
| All | +384.8% | +1,416.0% | -1,031.2% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling