+69,298.0%
FAST vs AEM
+3,538.8%
+65,759.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +5.8% | +16.1% | -10.3% | +4.9% |
| 6M | +8.0% | -11.6% | +19.6% | +8.3% |
| YTD | +25.6% | +21.5% | +4.1% | +24.2% |
| 1Y | +0.8% | +39.2% | -38.4% | -1.0% |
| 3Y | +86.1% | +347.4% | -261.3% | +73.0% |
| 5Y | +100.2% | +290.1% | -189.9% | +86.2% |
| 10Y | +494.2% | +357.8% | +136.4% | +441.7% |
| All | +69,298.0% | +3,538.8% | +65,759.2% | +61,745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling