+1,315.5%
FERG vs AEM
+366.9%
+948.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.8% |
| 30D | -15.1% | +12.5% | -27.5% | -15.4% |
| 3M | -4.8% | +26.9% | -31.8% | -5.7% |
| 6M | -2.5% | -9.4% | +7.0% | -2.4% |
| YTD | +1.8% | +20.3% | -18.5% | +1.1% |
| 1Y | -0.3% | +33.8% | -34.1% | -1.3% |
| 3Y | +52.9% | +349.8% | -296.9% | +47.4% |
| 5Y | +69.3% | +301.0% | -231.7% | +62.8% |
| 10Y | +352.7% | +376.1% | -23.4% | +340.3% |
| All | +1,315.5% | +366.9% | +948.6% | +1,306.7% |
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