+5,993.3%
FIX vs AEM
+333.3%
+5,660.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +6.1% | +4.3% | +1.7% | +5.4% |
| 30D | -2.7% | +13.1% | -15.8% | -4.7% |
| 3M | -10.9% | +24.8% | -35.7% | -14.3% |
| 6M | +29.0% | -8.2% | +37.2% | +29.5% |
| YTD | +76.9% | +19.8% | +57.1% | +71.6% |
| 1Y | +130.7% | +32.1% | +98.7% | +121.3% |
| 3Y | +790.7% | +348.2% | +442.5% | +648.3% |
| 5Y | +2,185.6% | +297.5% | +1,888.1% | +1,814.0% |
| 10Y | +5,993.3% | +343.3% | +5,650.0% | +4,896.2% |
| All | +5,993.3% | +333.3% | +5,660.0% | +4,896.2% |
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 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