+3,604.4%
FIX vs AEM
+412.4%
+3,192.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.2% |
| 7D | +17.0% | -5.6% | +22.6% | +18.1% |
| 30D | -30.6% | -3.9% | -26.7% | -30.3% |
| 3M | -35.0% | -3.4% | -31.6% | -35.0% |
| 6M | -44.0% | -9.0% | -34.9% | -43.7% |
| YTD | +21.1% | +5.9% | +15.2% | +19.3% |
| 1Y | +16.3% | +4.0% | +12.3% | +14.8% |
| 3Y | +507.4% | +298.8% | +208.6% | +412.6% |
| 5Y | +1,052.1% | +250.7% | +801.3% | +869.8% |
| All | +3,604.4% | +412.4% | +3,192.0% | +2,939.3% |
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 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