+11.8%
AEM vs FN
-19.6%
+31.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.2% | -3.2% |
| 7D | +1.4% | +8.0% | -6.6% | -0.1% |
| 30D | -1.2% | -19.1% | +18.0% | +1.5% |
| 3M | +2.5% | -29.8% | +32.4% | +6.8% |
| 6M | -5.1% | -43.2% | +38.1% | +1.5% |
| YTD | +10.4% | -18.9% | +29.4% | +8.6% |
| 1Y | +11.8% | -17.9% | +29.6% | +7.8% |
| All | +11.8% | -19.6% | +31.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling