+249.0%
AEM vs FTV
+17.3%
+231.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | +3.9% | -10.7% | -7.6% |
| 30D | +0.8% | +18.7% | -17.8% | -2.8% |
| 3M | -0.8% | +10.0% | -10.9% | -3.0% |
| 6M | -8.5% | +14.6% | -23.1% | -11.3% |
| YTD | +5.9% | +23.4% | -17.5% | +0.8% |
| 1Y | +6.6% | +31.3% | -24.7% | 0.0% |
| 3Y | +302.2% | +39.8% | +262.4% | +265.5% |
| All | +249.0% | +17.3% | +231.6% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling