+298.1%
AEM vs FN
+2,887.5%
-2,589.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.3% | +0.4% |
| 7D | +15.8% | 0.0% | +15.9% | +15.4% |
| 30D | +6.2% | -34.3% | +40.5% | +9.2% |
| 3M | +14.3% | -39.9% | +54.2% | +18.0% |
| 6M | +1.4% | -51.8% | +53.2% | +5.9% |
| YTD | +13.7% | -28.1% | +41.9% | +14.8% |
| 1Y | +21.3% | -29.1% | +50.4% | +22.4% |
| 3Y | +309.9% | +102.4% | +207.5% | +279.7% |
| 5Y | +301.0% | +171.7% | +129.3% | +261.2% |
| 10Y | +344.0% | +773.5% | -429.5% | +269.9% |
| All | +298.1% | +2,887.5% | -2,589.4% | +173.7% |
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