+14.4%
FIX vs AEM
+17.3%
-2.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +9.7% | -24.7% | -18.4% |
| 7D | -18.9% | +0.2% | -19.1% | -19.1% |
| 30D | -36.3% | +0.1% | -36.4% | -36.3% |
| 3M | -38.5% | +22.1% | -60.6% | -45.1% |
| 6M | -42.3% | +2.4% | -44.7% | -44.3% |
| YTD | +17.1% | +8.9% | +8.2% | +3.3% |
| 1Y | +14.4% | +18.7% | -4.3% | -8.3% |
| All | +14.4% | +17.3% | -2.9% | -8.3% |
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