+346.4%
AEM vs FE
+47.7%
+298.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +17.8% | -1.1% | +19.0% | +18.4% |
| 30D | +6.2% | +4.6% | +1.6% | +4.3% |
| 3M | +12.5% | -0.8% | +13.4% | +12.8% |
| 6M | +4.4% | +7.3% | -2.9% | +0.9% |
| YTD | +19.2% | +8.3% | +10.9% | +15.2% |
| 1Y | +25.5% | +5.7% | +19.8% | +22.6% |
| 3Y | +346.4% | +49.0% | +297.4% | +253.1% |
| All | +346.4% | +47.7% | +298.7% | +253.1% |
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