+325.4%
AEM vs FN
+3,620.5%
-3,295.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +24.0% | -22.0% | +46.0% | +26.0% |
| 3M | +16.1% | -43.0% | +59.1% | +20.4% |
| 6M | -11.6% | -27.7% | +16.1% | -10.3% |
| YTD | +21.5% | -10.5% | +32.1% | +21.2% |
| 1Y | +39.2% | +12.5% | +26.7% | +36.6% |
| 3Y | +347.4% | +153.8% | +193.6% | +309.1% |
| 5Y | +290.1% | +288.0% | +2.1% | +244.2% |
| 10Y | +357.8% | +906.4% | -548.6% | +278.3% |
| All | +325.4% | +3,620.5% | -3,295.1% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling