+302.1%
AEM vs FGI
+12.3%
+289.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.2% | -4.1% |
| 7D | -5.6% | +13.5% | -19.1% | -5.7% |
| 30D | -3.9% | +17.1% | -21.0% | -3.9% |
| 3M | -3.4% | +78.0% | -81.5% | -4.1% |
| 6M | -9.0% | +46.4% | -55.5% | -9.6% |
| YTD | +5.9% | +47.7% | -41.8% | +4.1% |
| 1Y | +4.0% | +56.8% | -52.8% | +2.0% |
| All | +302.1% | +12.3% | +289.8% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling