+250.7%
AEM vs FN
+194.5%
+56.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | +0.1% | -3.6% |
| 7D | -5.6% | +20.8% | -26.4% | -7.6% |
| 30D | -3.9% | -17.3% | +13.4% | -2.4% |
| 3M | -3.4% | -38.1% | +34.7% | +0.7% |
| 6M | -9.0% | -44.2% | +35.2% | -4.8% |
| YTD | +5.9% | -22.3% | +28.2% | +6.5% |
| 1Y | +4.0% | -20.9% | +24.9% | +4.2% |
| 3Y | +298.8% | +111.1% | +187.7% | +256.6% |
| 5Y | +250.7% | +191.8% | +58.9% | +184.5% |
| All | +250.7% | +194.5% | +56.2% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling