+320.1%
AEM vs FRSH
-72.6%
+392.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -5.0% | -11.2% | +6.1% | -4.8% |
| 30D | +8.5% | -0.8% | +9.3% | +8.5% |
| 3M | +29.3% | +26.4% | +2.9% | +28.3% |
| 6M | -12.9% | +48.4% | -61.3% | -14.2% |
| YTD | +16.8% | -3.1% | +19.9% | +17.0% |
| 1Y | +29.8% | -8.7% | +38.5% | +30.3% |
| 3Y | +336.7% | -45.8% | +382.5% | +345.4% |
| All | +320.1% | -72.6% | +392.7% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling