+297.5%
AEM vs FFIV
+92.2%
+205.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.3% | -1.5% | +5.9% | +4.6% |
| 30D | +13.1% | -2.7% | +15.8% | +13.5% |
| 3M | +24.8% | -1.7% | +26.4% | +24.8% |
| 6M | -8.2% | +36.1% | -44.4% | -13.9% |
| YTD | +19.8% | +52.6% | -32.8% | +10.0% |
| 1Y | +32.1% | +21.5% | +10.5% | +25.5% |
| 3Y | +348.2% | +142.7% | +205.5% | +256.4% |
| 5Y | +297.5% | +92.6% | +204.9% | +218.8% |
| All | +297.5% | +92.2% | +205.3% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling