-55.8%
FIG vs AEM
+40.5%
-96.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | -16.3% | -0.5% | -15.8% | -16.3% |
| 30D | -14.3% | +24.0% | -38.3% | -14.3% |
| 3M | +7.2% | +16.1% | -8.9% | +7.9% |
| 6M | -18.6% | -11.6% | -7.0% | -15.7% |
| YTD | -35.5% | +21.5% | -57.0% | -38.5% |
| 1Y | -55.8% | +39.2% | -95.0% | -58.0% |
| All | -55.8% | +40.5% | -96.3% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling