+355.1%
AEM vs FTV
+80.7%
+274.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | -2.1% | -4.0% | +1.8% | -1.5% |
| 30D | +8.4% | -11.0% | +19.5% | +10.3% |
| 3M | +27.3% | -8.4% | +35.7% | +28.8% |
| 6M | -9.7% | -2.6% | -7.1% | -9.4% |
| YTD | +19.0% | -0.6% | +19.6% | +18.7% |
| 1Y | +31.5% | +11.0% | +20.5% | +29.0% |
| 3Y | +338.7% | -6.3% | +345.0% | +337.6% |
| 5Y | +307.4% | -1.5% | +309.0% | +299.2% |
| All | +355.1% | +80.7% | +274.3% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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