+376.1%
AEM vs FDX
+173.3%
+202.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.4% |
| 7D | +3.0% | -2.3% | +5.3% | +3.1% |
| 30D | +12.5% | -4.9% | +17.4% | +12.7% |
| 3M | +26.9% | -6.5% | +33.4% | +27.3% |
| 6M | -9.4% | +6.7% | -16.1% | -9.7% |
| YTD | +20.3% | +33.9% | -13.6% | +19.2% |
| 1Y | +33.8% | +72.2% | -38.4% | +31.6% |
| 3Y | +349.8% | +60.2% | +289.6% | +341.0% |
| 5Y | +301.0% | +62.9% | +238.1% | +287.7% |
| 10Y | +376.1% | +178.8% | +197.3% | +309.0% |
| All | +376.1% | +173.3% | +202.8% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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