+249.0%
AEM vs FN
+169.4%
+79.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.8% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | +0.8% | -16.5% | +17.3% | +2.2% |
| 3M | -0.8% | -42.1% | +41.3% | +4.1% |
| 6M | -8.5% | -52.9% | +44.4% | -2.5% |
| YTD | +5.9% | -28.0% | +33.9% | +7.4% |
| 1Y | +6.6% | -18.5% | +25.1% | +6.7% |
| 3Y | +302.2% | +93.9% | +208.3% | +262.7% |
| All | +249.0% | +169.4% | +79.5% | +185.8% |
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 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