+297.5%
AEM vs FDS
-20.4%
+317.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.2% |
| 7D | +4.3% | -5.4% | +9.7% | +4.7% |
| 30D | +13.1% | +1.6% | +11.5% | +13.1% |
| 3M | +24.8% | +17.7% | +7.0% | +23.6% |
| 6M | -8.2% | +29.1% | -37.3% | -10.0% |
| YTD | +19.8% | +1.0% | +18.9% | +21.1% |
| 1Y | +32.1% | -21.6% | +53.7% | +39.6% |
| 3Y | +348.2% | -30.1% | +378.3% | +379.8% |
| 5Y | +297.5% | -20.7% | +318.2% | +309.4% |
| All | +297.5% | -20.4% | +317.9% | +309.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling