+330.6%
AEM vs FOXA
+115.1%
+215.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.9% |
| 30D | +8.5% | +5.4% | +3.1% | +8.3% |
| 3M | +29.3% | -3.7% | +33.0% | +29.8% |
| 6M | -12.9% | +12.6% | -25.5% | -13.8% |
| YTD | +16.8% | -10.0% | +26.7% | +17.6% |
| 1Y | +29.8% | +15.0% | +14.8% | +27.5% |
| All | +330.6% | +115.1% | +215.5% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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