+343.3%
AEM vs FN
+882.3%
-539.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | +4.3% | +3.5% | +0.8% | +4.0% |
| 30D | +13.1% | -26.0% | +39.1% | +15.9% |
| 3M | +24.8% | -33.3% | +58.0% | +28.5% |
| 6M | -8.2% | -14.9% | +6.7% | -7.8% |
| YTD | +19.8% | -8.6% | +28.4% | +19.3% |
| 1Y | +32.1% | +12.3% | +19.8% | +29.2% |
| 3Y | +348.2% | +174.4% | +173.8% | +301.8% |
| 5Y | +297.5% | +296.4% | +1.1% | +243.4% |
| 10Y | +343.3% | +890.0% | -546.7% | +259.6% |
| All | +343.3% | +882.3% | -539.0% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling