+18.7%
AEM vs FLR
+2.5%
+16.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +9.9% |
| 7D | +0.2% | +1.4% | -1.2% | -0.3% |
| 30D | +0.1% | -5.9% | +6.0% | +1.8% |
| 3M | +22.1% | -7.6% | +29.7% | +23.7% |
| 6M | +2.4% | -9.3% | +11.7% | +3.4% |
| YTD | +8.9% | +20.1% | -11.2% | -2.1% |
| 1Y | +18.7% | +3.0% | +15.7% | +15.1% |
| All | +18.7% | +2.5% | +16.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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