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  • AEM vs FDS✓SelectedUSD · FDSAEM vs FDS performance historyLatest closeAs of+0.36%09/09
Stock and ETF performance explorer

AEM vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+376.1%
FDS return
+72.8%
Excess return
+303.2%
Maximum drawdown
-54.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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