+18.7%
AEM vs FDS
+31.1%
-12.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.9% | +6.8% | +9.9% |
| 7D | +0.2% | +9.4% | -9.3% | +0.9% |
| 30D | +0.1% | +23.8% | -23.7% | +1.6% |
| 3M | +22.1% | +25.1% | -3.1% | +24.4% |
| 6M | +2.4% | +53.8% | -51.4% | +7.4% |
| YTD | +8.9% | +19.6% | -10.6% | +12.2% |
| 1Y | +18.7% | +31.6% | -12.9% | +27.2% |
| All | +18.7% | +31.1% | -12.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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