+2,105.4%
FIX vs AEM
+295.5%
+1,810.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -7.2% | +24.0% | -31.3% | -12.5% |
| 3M | -15.9% | +16.1% | -31.9% | -19.6% |
| 6M | +12.7% | -11.6% | +24.4% | +14.2% |
| YTD | +72.8% | +21.5% | +51.2% | +63.7% |
| 1Y | +122.9% | +39.2% | +83.7% | +105.6% |
| 3Y | +774.3% | +347.4% | +426.9% | +543.3% |
| All | +2,105.4% | +295.5% | +1,810.0% | +1,496.5% |
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