+3,594.0%
AEM vs FDX
+4,233.7%
-639.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +24.0% | +3.8% | +20.2% | +23.8% |
| 3M | +16.1% | -1.3% | +17.4% | +16.1% |
| 6M | -11.6% | +5.0% | -16.6% | -11.8% |
| YTD | +21.5% | +39.6% | -18.1% | +20.3% |
| 1Y | +39.2% | +81.1% | -41.9% | +36.6% |
| 3Y | +347.4% | +63.0% | +284.4% | +339.0% |
| 5Y | +290.1% | +65.6% | +224.5% | +280.5% |
| 10Y | +357.8% | +183.4% | +174.4% | +338.1% |
| All | +3,594.0% | +4,233.7% | -639.7% | +4,493.3% |
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