+510.4%
FAST vs AEM
+339.5%
+170.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +24.0% | -24.8% | -1.9% |
| 3M | +5.8% | +16.1% | -10.3% | +4.8% |
| 6M | +8.0% | -11.6% | +19.6% | +8.3% |
| YTD | +25.6% | +21.5% | +4.1% | +24.0% |
| 1Y | +0.8% | +39.2% | -38.4% | -1.3% |
| 3Y | +86.1% | +347.4% | -261.3% | +70.6% |
| 5Y | +100.2% | +290.1% | -189.9% | +82.6% |
| All | +510.4% | +339.5% | +170.9% | +466.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling