+12,471.5%
FIX vs AEM
+2,647.4%
+9,824.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -7.2% | +24.0% | -31.3% | -9.0% |
| 3M | -15.9% | +16.1% | -31.9% | -17.0% |
| 6M | +12.7% | -11.6% | +24.4% | +13.5% |
| YTD | +72.8% | +21.5% | +51.2% | +69.8% |
| 1Y | +122.9% | +39.2% | +83.7% | +116.7% |
| 3Y | +774.3% | +347.4% | +426.9% | +680.4% |
| 5Y | +2,049.5% | +290.1% | +1,759.3% | +1,820.4% |
| 10Y | +5,821.5% | +357.8% | +5,463.7% | +5,034.0% |
| All | +12,471.5% | +2,647.4% | +9,824.1% | +10,635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling