+33.8%
AEM vs FFIV
+26.5%
+7.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | 0.0% |
| 7D | +3.0% | +3.5% | -0.5% | +2.7% |
| 30D | +12.5% | -1.3% | +13.8% | +12.8% |
| 3M | +26.9% | +2.4% | +24.6% | +26.7% |
| 6M | -9.4% | +41.8% | -51.3% | -13.1% |
| YTD | +20.3% | +58.5% | -38.3% | +14.9% |
| 1Y | +33.8% | +24.3% | +9.4% | +20.2% |
| All | +33.8% | +26.5% | +7.3% | +20.2% |
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