+3,119.1%
AEM vs FDX
+4,207.2%
-1,088.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -4.0% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -3.9% | +9.9% | -13.8% | -4.2% |
| 3M | -3.4% | -1.9% | -1.5% | -3.4% |
| 6M | -9.0% | +6.1% | -15.1% | -9.2% |
| YTD | +5.9% | +38.8% | -32.9% | +4.8% |
| 1Y | +4.0% | +50.0% | -46.0% | +2.7% |
| 3Y | +298.8% | +71.0% | +227.7% | +290.7% |
| 5Y | +250.7% | +72.5% | +178.2% | +241.6% |
| 10Y | +405.9% | +153.1% | +252.8% | +385.9% |
| All | +3,119.1% | +4,207.2% | -1,088.1% | +3,903.2% |
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