+4,507.7%
AEM vs FE
+561.4%
+3,946.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.5% | +1.9% | -2.5% | -1.0% |
| 30D | +24.0% | -1.2% | +25.2% | +24.4% |
| 3M | +16.1% | +3.5% | +12.6% | +14.9% |
| 6M | -11.6% | -6.1% | -5.6% | -10.4% |
| YTD | +21.5% | +7.6% | +13.9% | +19.2% |
| 1Y | +39.2% | +11.9% | +27.3% | +35.2% |
| 3Y | +347.4% | +48.4% | +299.0% | +305.5% |
| 5Y | +290.1% | +44.8% | +245.4% | +254.5% |
| 10Y | +357.8% | +115.9% | +241.9% | +262.2% |
| All | +4,507.7% | +561.4% | +3,946.2% | +5,450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling