+351.3%
FERG vs AEM
+378.0%
-26.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.6% | -2.1% | -0.4% | -2.4% |
| 30D | -8.9% | +8.4% | -17.3% | -9.6% |
| 3M | -2.0% | +27.3% | -29.3% | -4.3% |
| 6M | -3.2% | -9.7% | +6.5% | -2.9% |
| YTD | +1.5% | +19.0% | -17.5% | -0.3% |
| 1Y | +0.5% | +31.5% | -31.0% | -2.1% |
| 3Y | +50.4% | +338.7% | -288.3% | +33.5% |
| 5Y | +68.7% | +307.4% | -238.7% | +48.8% |
| All | +351.3% | +378.0% | -26.7% | +296.9% |
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 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