+346.7%
AEM vs FTI
+301.2%
+45.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.7% |
| 7D | -5.0% | -5.6% | +0.6% | -4.6% |
| 30D | +8.5% | +0.4% | +8.0% | +8.4% |
| 3M | +29.3% | +8.1% | +21.2% | +28.3% |
| 6M | -12.9% | +16.7% | -29.6% | -14.2% |
| YTD | +16.8% | +70.0% | -53.2% | +11.6% |
| 1Y | +29.8% | +85.4% | -55.6% | +23.2% |
| 3Y | +336.7% | +265.9% | +70.8% | +290.3% |
| 5Y | +299.9% | +1,072.7% | -772.8% | +227.9% |
| All | +346.7% | +301.2% | +45.5% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling