+507.7%
FAST vs AEM
+333.3%
+174.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.3% | +4.3% | -3.0% | +1.1% |
| 30D | -4.7% | +13.1% | -17.9% | -5.4% |
| 3M | +7.9% | +24.8% | -16.8% | +6.6% |
| 6M | +7.4% | -8.2% | +15.7% | +7.6% |
| YTD | +25.1% | +19.8% | +5.2% | +23.6% |
| 1Y | +4.7% | +32.1% | -27.4% | +2.8% |
| 3Y | +94.7% | +348.2% | -253.5% | +78.5% |
| 5Y | +106.8% | +297.5% | -190.7% | +88.6% |
| 10Y | +507.7% | +343.3% | +164.4% | +464.3% |
| All | +507.7% | +333.3% | +174.4% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AEM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling