+3,255.3%
AEM vs FDX
+4,252.2%
-996.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.4% |
| 7D | +1.4% | -2.1% | +3.4% | +1.4% |
| 30D | -1.2% | +10.4% | -11.6% | -1.5% |
| 3M | +2.5% | +0.5% | +2.1% | +2.5% |
| 6M | -5.1% | +6.5% | -11.6% | -5.3% |
| YTD | +10.4% | +40.2% | -29.8% | +9.2% |
| 1Y | +11.8% | +52.1% | -40.3% | +10.3% |
| 3Y | +315.6% | +72.8% | +242.8% | +307.1% |
| 5Y | +266.3% | +76.3% | +190.0% | +256.5% |
| 10Y | +427.4% | +155.7% | +271.6% | +406.3% |
| All | +3,255.3% | +4,252.2% | -996.8% | +4,071.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling