+343.5%
AEM vs FND
-50.0%
+393.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +12.5% | -19.6% | +32.1% | +15.4% |
| 3M | +26.9% | -4.3% | +31.3% | +27.3% |
| 6M | -9.4% | -20.4% | +11.0% | -7.8% |
| YTD | +20.3% | -21.9% | +42.1% | +22.6% |
| 1Y | +33.8% | -45.2% | +79.0% | +38.8% |
| All | +343.5% | -50.0% | +393.6% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling