-80.9%
FIG vs AEM
+63.4%
-144.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.2% |
| 7D | -14.5% | +3.0% | -17.5% | -14.4% |
| 30D | -13.3% | +12.5% | -25.8% | -12.8% |
| 3M | +7.4% | +26.9% | -19.5% | +8.7% |
| 6M | -27.8% | -9.4% | -18.3% | -26.1% |
| YTD | -41.1% | +20.3% | -61.4% | -42.0% |
| 1Y | -58.7% | +33.8% | -92.5% | -56.9% |
| All | -80.9% | +63.4% | -144.4% | -74.2% |
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