-49.4%
FIX vs AEM
+2.6%
-51.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.2% |
| 7D | -17.5% | +15.8% | -33.3% | -20.8% |
| 30D | -41.6% | +6.2% | -47.8% | -41.9% |
| 3M | -40.6% | +14.3% | -54.9% | -44.2% |
| 6M | -49.4% | +1.4% | -50.8% | -50.2% |
| All | -49.4% | +2.6% | -51.9% | -50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling