+3,533.0%
AEM vs FLR
+513.8%
+3,019.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -6.8% | +5.4% | -12.2% | -7.6% |
| 30D | +0.8% | +2.8% | -2.0% | +0.3% |
| 3M | -0.8% | -6.4% | +5.6% | 0.0% |
| 6M | -8.5% | +8.8% | -17.3% | -10.2% |
| YTD | +5.9% | +23.6% | -17.6% | +1.5% |
| 1Y | +6.6% | +13.8% | -7.2% | +3.4% |
| 3Y | +302.2% | +36.5% | +265.7% | +267.7% |
| 5Y | +250.8% | +119.3% | +131.4% | +192.2% |
| 10Y | +406.1% | +8.0% | +398.1% | +310.3% |
| All | +3,533.0% | +513.8% | +3,019.1% | +2,883.4% |
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