+343.5%
AEM vs FLR
+56.0%
+287.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +0.9% |
| 7D | +3.0% | -3.1% | +6.1% | +3.6% |
| 30D | +12.5% | +4.9% | +7.6% | +11.4% |
| 3M | +26.9% | +10.8% | +16.1% | +24.0% |
| 6M | -9.4% | +19.7% | -29.1% | -13.0% |
| YTD | +20.3% | +38.4% | -18.1% | +13.1% |
| 1Y | +33.8% | +34.7% | -0.9% | +26.4% |
| All | +343.5% | +56.0% | +287.5% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling