+390.1%
AEM vs FN
+772.0%
-381.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.4% | -4.7% |
| 7D | +13.9% | -4.1% | +17.9% | +14.0% |
| 30D | +0.8% | -28.3% | +29.1% | +3.4% |
| 3M | +5.8% | -33.9% | +39.6% | +8.8% |
| 6M | -1.0% | -43.9% | +42.9% | +2.8% |
| YTD | +13.1% | -23.4% | +36.5% | +13.8% |
| 1Y | +14.4% | -25.4% | +39.8% | +15.2% |
| 3Y | +325.7% | +107.9% | +217.8% | +290.0% |
| 5Y | +273.7% | +195.1% | +78.7% | +230.5% |
| 10Y | +390.1% | +794.1% | -404.0% | +322.9% |
| All | +390.1% | +772.0% | -381.8% | +322.9% |
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