+1,494.2%
AEM vs FDS
+10,266.7%
-8,772.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.1% |
| 7D | +13.9% | -2.0% | +15.8% | +14.0% |
| 30D | +0.8% | +13.5% | -12.7% | -0.3% |
| 3M | +5.8% | +15.2% | -9.4% | +4.4% |
| 6M | -1.0% | +47.0% | -48.0% | -4.5% |
| YTD | +13.1% | +13.9% | -0.8% | +11.0% |
| 1Y | +14.4% | +25.2% | -10.8% | +11.3% |
| 3Y | +325.7% | -25.3% | +351.1% | +331.4% |
| 5Y | +273.7% | -23.3% | +297.0% | +276.4% |
| 10Y | +390.1% | +126.0% | +264.1% | +352.6% |
| All | +1,494.2% | +10,266.7% | -8,772.5% | +1,149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling