-80.8%
FIG vs AEM
+58.7%
-139.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.5% |
| 7D | -12.2% | -5.0% | -7.2% | -12.3% |
| 30D | -11.0% | +8.5% | -19.4% | -10.5% |
| 3M | +11.9% | +29.3% | -17.4% | +13.0% |
| 6M | -21.9% | -12.9% | -9.0% | -20.1% |
| YTD | -40.8% | +16.8% | -57.5% | -41.7% |
| 1Y | -56.6% | +29.8% | -86.5% | -54.7% |
| All | -80.8% | +58.7% | -139.5% | -74.1% |
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