+31.5%
AEM vs FITB
+24.3%
+7.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | +8.4% | -5.7% | +14.1% | +8.7% |
| 3M | +27.3% | +3.2% | +24.1% | +26.2% |
| 6M | -9.7% | +23.4% | -33.1% | -11.7% |
| YTD | +19.0% | +18.8% | +0.2% | +14.5% |
| 1Y | +31.5% | +25.0% | +6.5% | +27.6% |
| All | +31.5% | +24.3% | +7.2% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling