+105.3%
FAST vs AEM
+252.0%
-146.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.2% | -6.8% | +11.0% | +4.7% |
| 30D | +6.7% | +0.8% | +5.9% | +6.4% |
| 3M | +8.0% | -0.8% | +8.9% | +7.8% |
| 6M | +27.4% | -8.5% | +35.9% | +27.8% |
| YTD | +40.5% | +5.9% | +34.6% | +38.7% |
| 1Y | +38.4% | +6.6% | +31.8% | +36.5% |
| 3Y | +98.7% | +302.2% | -203.5% | +67.6% |
| All | +105.3% | +252.0% | -146.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling