+502.5%
FIX vs AEM
+301.0%
+201.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.7% |
| 7D | +17.0% | -5.6% | +22.6% | +19.0% |
| 30D | -30.6% | -3.9% | -26.7% | -30.0% |
| 3M | -35.0% | -3.4% | -31.6% | -35.1% |
| 6M | -44.0% | -9.0% | -34.9% | -43.5% |
| YTD | +21.1% | +5.9% | +15.2% | +16.8% |
| 1Y | +16.3% | +4.0% | +12.3% | +12.6% |
| All | +502.5% | +301.0% | +201.5% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling