+3,594.0%
AEM vs FITB
+2,855.6%
+738.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +24.0% | -4.7% | +28.8% | +24.1% |
| 3M | +16.1% | +6.7% | +9.4% | +15.9% |
| 6M | -11.6% | +12.6% | -24.2% | -11.8% |
| YTD | +21.5% | +19.1% | +2.4% | +21.1% |
| 1Y | +39.2% | +22.6% | +16.5% | +38.6% |
| 3Y | +347.4% | +127.1% | +220.3% | +339.8% |
| 5Y | +290.1% | +71.8% | +218.3% | +284.4% |
| 10Y | +357.8% | +287.2% | +70.6% | +340.2% |
| All | +3,594.0% | +2,855.6% | +738.4% | +7,969.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling