+408.7%
AEM vs FFIV
+118.6%
+290.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -6.8% | -0.5% | -6.3% | -6.8% |
| 30D | +0.8% | -32.4% | +33.2% | +5.4% |
| 3M | -0.8% | -25.7% | +24.8% | +2.4% |
| 6M | -8.5% | -13.5% | +5.0% | -7.5% |
| YTD | +5.9% | +21.1% | -15.2% | +2.2% |
| 1Y | +6.6% | +29.4% | -22.8% | +2.0% |
| 3Y | +302.2% | +94.9% | +207.3% | +257.8% |
| 5Y | +250.8% | +34.7% | +216.1% | +218.0% |
| All | +408.7% | +118.6% | +290.1% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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