+408.7%
AEM vs FITB
+212.2%
+196.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -6.8% | +2.8% | -9.6% | -6.9% |
| 30D | +0.8% | +9.8% | -9.0% | +0.6% |
| 3M | -0.8% | -5.2% | +4.3% | -0.8% |
| 6M | -8.5% | +17.3% | -25.8% | -8.8% |
| YTD | +5.9% | +19.3% | -13.4% | +5.5% |
| 1Y | +6.6% | +32.7% | -26.1% | +6.0% |
| 3Y | +302.2% | +141.6% | +160.6% | +295.6% |
| 5Y | +250.8% | +48.9% | +201.9% | +244.0% |
| All | +408.7% | +212.2% | +196.5% | +422.3% |
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