+265.6%
AEM vs FITB
+48.9%
+216.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -1.2% | +7.0% | -8.2% | -1.7% |
| 3M | +2.5% | -4.8% | +7.3% | +2.8% |
| 6M | -5.1% | +13.5% | -18.6% | -6.1% |
| YTD | +10.4% | +19.1% | -8.7% | +8.6% |
| 1Y | +11.8% | +30.8% | -19.0% | +9.4% |
| 3Y | +315.6% | +141.6% | +174.0% | +283.0% |
| All | +265.6% | +48.9% | +216.7% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling