+11.8%
AEM vs FFIV
+32.9%
-21.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.5% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | -1.2% | -32.4% | +31.2% | +4.1% |
| 3M | +2.5% | -22.7% | +25.2% | +5.6% |
| 6M | -5.1% | -10.7% | +5.6% | -5.6% |
| YTD | +10.4% | +25.4% | -15.0% | -2.3% |
| 1Y | +11.8% | +34.2% | -22.4% | -1.5% |
| All | +11.8% | +32.9% | -21.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling