+356.7%
AEM vs FE
+50.0%
+306.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.5% | +1.9% | -2.5% | -1.2% |
| 30D | +24.0% | -1.2% | +25.2% | +24.6% |
| 3M | +16.1% | +3.5% | +12.6% | +14.0% |
| 6M | -11.6% | -6.1% | -5.6% | -9.3% |
| YTD | +21.5% | +7.6% | +13.9% | +17.7% |
| 1Y | +39.2% | +11.9% | +27.3% | +32.4% |
| All | +356.7% | +50.0% | +306.7% | +265.3% |
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 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