+390.1%
AEM vs FE
+110.9%
+279.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.1% |
| 7D | +13.9% | -0.5% | +14.4% | +14.0% |
| 30D | +0.8% | +4.3% | -3.6% | -0.2% |
| 3M | +5.8% | +0.4% | +5.4% | +5.6% |
| 6M | -1.0% | +6.9% | -7.9% | -2.7% |
| YTD | +13.1% | +8.0% | +5.1% | +10.9% |
| 1Y | +14.4% | +4.8% | +9.6% | +13.0% |
| 3Y | +325.7% | +49.0% | +276.8% | +288.5% |
| 5Y | +273.7% | +46.2% | +227.5% | +242.7% |
| 10Y | +390.1% | +120.9% | +269.2% | +316.9% |
| All | +390.1% | +110.9% | +279.2% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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