+294.5%
AEM vs FGI
-74.8%
+369.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.2% |
| 7D | -6.8% | -14.4% | +7.6% | -6.8% |
| 30D | +0.8% | -11.8% | +12.6% | +0.8% |
| 3M | -0.8% | -46.2% | +45.4% | -0.5% |
| 6M | -8.5% | +5.2% | -13.7% | -9.3% |
| YTD | +5.9% | +10.5% | -4.6% | +3.6% |
| 1Y | +6.6% | +25.5% | -18.9% | +3.7% |
| 3Y | +302.2% | -16.0% | +318.2% | +282.2% |
| All | +294.5% | -74.8% | +369.3% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling