+328.0%
AEM vs FRSH
-72.5%
+400.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -6.6% | +4.5% | -2.0% |
| 30D | +8.4% | +2.1% | +6.3% | +8.4% |
| 3M | +27.3% | +29.0% | -1.7% | +26.2% |
| 6M | -9.7% | +48.6% | -58.3% | -11.0% |
| YTD | +19.0% | -2.9% | +21.9% | +19.2% |
| 1Y | +31.5% | -7.9% | +39.4% | +32.0% |
| 3Y | +338.7% | -46.5% | +385.2% | +347.7% |
| All | +328.0% | -72.5% | +400.5% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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