+529.2%
FAST vs AEM
+344.9%
+184.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | +2.1% | +15.8% | -13.8% | +1.3% |
| 30D | +6.9% | +6.2% | +0.7% | +6.5% |
| 3M | +4.8% | +14.3% | -9.5% | +4.0% |
| 6M | +19.8% | +1.4% | +18.4% | +19.4% |
| YTD | +34.9% | +13.7% | +21.2% | +33.5% |
| 1Y | +32.8% | +21.3% | +11.5% | +31.0% |
| 3Y | +93.7% | +309.9% | -216.1% | +78.9% |
| 5Y | +105.3% | +301.0% | -195.7% | +88.0% |
| All | +529.2% | +344.9% | +184.3% | +478.3% |
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 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