+948.1%
FIX vs AEM
+298.2%
+649.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -17.5% | +15.8% | -33.3% | -20.8% |
| 30D | -41.6% | +6.2% | -47.8% | -42.6% |
| 3M | -40.6% | +14.3% | -54.9% | -43.1% |
| 6M | -49.4% | +1.4% | -50.8% | -50.3% |
| YTD | +9.2% | +13.7% | -4.6% | +4.6% |
| 1Y | +6.5% | +21.3% | -14.9% | +0.8% |
| 3Y | +448.7% | +309.9% | +138.8% | +306.8% |
| All | +948.1% | +298.2% | +649.9% | +668.0% |
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