+30.9%
FAST vs AEM
+17.1%
+13.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | +2.1% | +15.8% | -13.8% | +0.9% |
| 30D | +6.9% | +6.2% | +0.7% | +6.2% |
| 3M | +4.8% | +14.3% | -9.5% | +3.3% |
| 6M | +19.8% | +1.4% | +18.4% | +19.6% |
| YTD | +34.9% | +13.7% | +21.2% | +31.5% |
| All | +30.9% | +17.1% | +13.8% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling