+302.2%
AEM vs FE
+50.7%
+251.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -6.8% | +1.2% | -8.1% | -7.3% |
| 30D | +0.8% | +4.5% | -3.7% | -1.0% |
| 3M | -0.8% | +1.3% | -2.2% | -1.4% |
| 6M | -8.5% | +8.7% | -17.2% | -12.0% |
| YTD | +5.9% | +9.2% | -3.3% | +2.0% |
| 1Y | +6.6% | +7.0% | -0.4% | +3.6% |
| 3Y | +302.2% | +51.4% | +250.8% | +215.5% |
| All | +302.2% | +50.7% | +251.5% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling