+4,068.0%
AEM vs FLR
+603.8%
+3,464.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -1.4% |
| 30D | +24.0% | +11.4% | +12.6% | +21.6% |
| 3M | +16.1% | +11.4% | +4.7% | +13.7% |
| 6M | -11.6% | +16.6% | -28.3% | -14.4% |
| YTD | +21.5% | +41.7% | -20.2% | +14.1% |
| 1Y | +39.2% | +35.4% | +3.8% | +31.4% |
| 3Y | +347.4% | +57.3% | +290.1% | +299.7% |
| 5Y | +290.1% | +241.0% | +49.2% | +202.6% |
| 10Y | +357.8% | +16.6% | +341.1% | +267.8% |
| All | +4,068.0% | +603.8% | +3,464.2% | +3,252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling