+348.2%
AEM vs FDX
+62.0%
+286.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.3% |
| 7D | +4.3% | -3.3% | +7.6% | +4.5% |
| 30D | +13.1% | -1.4% | +14.5% | +13.2% |
| 3M | +24.8% | -4.5% | +29.3% | +25.0% |
| 6M | -8.2% | +9.4% | -17.6% | -8.4% |
| YTD | +19.8% | +36.0% | -16.2% | +20.4% |
| 1Y | +32.1% | +75.5% | -43.4% | +33.8% |
| 3Y | +348.2% | +62.8% | +285.4% | +345.0% |
| All | +348.2% | +62.0% | +286.1% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling