+6.6%
AEM vs FDS
+25.7%
-19.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -6.8% | +1.5% | -8.3% | -6.7% |
| 30D | +0.8% | +14.8% | -14.0% | +1.8% |
| 3M | -0.8% | +16.3% | -17.1% | +0.4% |
| 6M | -8.5% | +66.2% | -74.7% | -3.6% |
| YTD | +5.9% | +16.2% | -10.3% | +8.8% |
| 1Y | +6.6% | +21.8% | -15.2% | +11.6% |
| All | +6.6% | +25.7% | -19.1% | +11.6% |
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 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