+355.1%
AEM vs FITB
+290.8%
+64.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.9% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | +8.4% | -5.7% | +14.1% | +8.5% |
| 3M | +27.3% | +3.2% | +24.1% | +27.2% |
| 6M | -9.7% | +23.4% | -33.1% | -9.9% |
| YTD | +19.0% | +18.8% | +0.2% | +18.6% |
| 1Y | +31.5% | +25.0% | +6.5% | +31.0% |
| 3Y | +338.7% | +131.2% | +207.5% | +333.8% |
| 5Y | +307.4% | +70.7% | +236.7% | +301.9% |
| All | +355.1% | +290.8% | +64.3% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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