+343.3%
AEM vs FE
+113.1%
+230.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +13.1% | -2.1% | +15.3% | +13.7% |
| 3M | +24.8% | +2.6% | +22.2% | +23.8% |
| 6M | -8.2% | -6.8% | -1.5% | -6.8% |
| YTD | +19.8% | +6.9% | +13.0% | +17.7% |
| 1Y | +32.1% | +11.6% | +20.5% | +28.4% |
| 3Y | +348.2% | +47.7% | +300.5% | +306.7% |
| 5Y | +297.5% | +46.2% | +251.3% | +261.7% |
| 10Y | +343.3% | +109.2% | +234.1% | +261.3% |
| All | +343.3% | +113.1% | +230.2% | +261.3% |
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