+304.9%
AEM vs FOXA
+93.7%
+211.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +8.4% | +5.0% | +3.4% | +8.1% |
| 3M | +27.3% | -3.0% | +30.3% | +27.5% |
| 6M | -9.7% | +14.8% | -24.4% | -11.2% |
| YTD | +19.0% | -8.9% | +27.9% | +19.7% |
| 1Y | +31.5% | +13.3% | +18.2% | +28.9% |
| 3Y | +338.7% | +115.4% | +223.3% | +283.8% |
| All | +304.9% | +93.7% | +211.2% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling