+302.8%
AEM vs FN
+289.0%
+13.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +24.0% | -22.0% | +46.0% | +26.8% |
| 3M | +16.1% | -43.0% | +59.1% | +22.0% |
| 6M | -11.6% | -27.7% | +16.1% | -9.8% |
| YTD | +21.5% | -10.5% | +32.1% | +21.3% |
| 1Y | +39.2% | +12.5% | +26.7% | +36.0% |
| 3Y | +347.4% | +153.8% | +193.6% | +299.5% |
| All | +302.8% | +289.0% | +13.8% | +241.5% |
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