+67.5%
FERG vs AEM
+294.2%
-226.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -1.0% | -5.0% | +4.0% | -0.3% |
| 30D | -11.8% | +8.5% | -20.3% | -13.0% |
| 3M | -1.2% | +29.3% | -30.5% | -5.3% |
| 6M | -2.3% | -12.9% | +10.6% | -1.1% |
| YTD | +0.8% | +16.8% | -16.0% | -2.1% |
| 1Y | +0.5% | +29.8% | -29.4% | -4.2% |
| 3Y | +51.4% | +336.7% | -285.4% | +17.5% |
| 5Y | +67.5% | +299.9% | -232.4% | +27.8% |
| All | +67.5% | +294.2% | -226.7% | +27.8% |
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