+3,119.8%
AEM vs FTI
+2,117.5%
+1,002.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +13.1% | +12.3% | +0.8% | +10.0% |
| 3M | +24.8% | +13.8% | +11.0% | +20.6% |
| 6M | -8.2% | +24.3% | -32.5% | -13.3% |
| YTD | +19.8% | +75.8% | -55.9% | +4.6% |
| 1Y | +32.1% | +99.6% | -67.6% | +11.7% |
| 3Y | +348.2% | +278.4% | +69.8% | +217.4% |
| 5Y | +297.5% | +1,168.7% | -871.2% | +99.5% |
| 10Y | +343.3% | +297.5% | +45.8% | +150.9% |
| All | +3,119.8% | +2,117.5% | +1,002.4% | +1,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling