+432.4%
AEM vs FOXA
+86.3%
+346.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +3.0% | -5.4% | +8.4% | +3.5% |
| 30D | +12.5% | +1.1% | +11.4% | +12.3% |
| 3M | +26.9% | -6.1% | +33.1% | +27.4% |
| 6M | -9.4% | +8.2% | -17.7% | -10.7% |
| YTD | +20.3% | -11.8% | +32.1% | +21.2% |
| 1Y | +33.8% | +9.9% | +23.9% | +31.3% |
| 3Y | +349.8% | +110.7% | +239.1% | +301.7% |
| 5Y | +301.0% | +86.9% | +214.1% | +258.8% |
| All | +432.4% | +86.3% | +346.1% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling