+376.1%
AEM vs FDS
+72.8%
+303.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | +3.0% | -8.8% | +11.8% | +4.2% |
| 30D | +12.5% | -1.4% | +13.9% | +12.7% |
| 3M | +26.9% | +13.9% | +13.1% | +24.4% |
| 6M | -9.4% | +27.4% | -36.8% | -13.2% |
| YTD | +20.3% | -2.5% | +22.7% | +20.1% |
| 1Y | +33.8% | -23.8% | +57.6% | +39.5% |
| 3Y | +349.8% | -32.5% | +382.3% | +376.3% |
| 5Y | +301.0% | -23.2% | +324.2% | +310.0% |
| 10Y | +376.1% | +76.4% | +299.7% | +366.6% |
| All | +376.1% | +72.8% | +303.2% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling