+529.6%
AEM vs FWONK
+276.9%
+252.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.4% | -7.7% | +16.2% | +9.5% |
| 3M | +27.3% | +5.7% | +21.6% | +26.5% |
| 6M | -9.7% | +13.5% | -23.1% | -10.9% |
| YTD | +19.0% | -3.0% | +21.9% | +19.2% |
| 1Y | +31.5% | -6.4% | +37.9% | +32.1% |
| 3Y | +338.7% | +43.8% | +294.9% | +319.9% |
| 5Y | +307.4% | +98.6% | +208.9% | +277.7% |
| 10Y | +370.9% | +340.0% | +30.9% | +301.8% |
| All | +529.6% | +276.9% | +252.7% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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