+321.0%
AEM vs FGI
-70.0%
+391.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | +13.9% | -4.1% | +18.0% | +13.9% |
| 30D | +0.8% | -3.4% | +4.1% | +0.8% |
| 3M | +5.8% | +61.8% | -56.0% | +4.5% |
| 6M | -1.0% | +17.0% | -18.0% | -1.8% |
| YTD | +13.1% | +31.4% | -18.3% | +10.4% |
| 1Y | +14.4% | +42.7% | -28.2% | +11.3% |
| 3Y | +325.7% | -0.1% | +325.8% | +304.2% |
| All | +321.0% | -70.0% | +391.1% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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