+453.5%
FSLR vs AEM
+369.2%
+84.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.6% |
| 7D | -0.1% | -5.0% | +4.9% | +0.8% |
| 30D | -14.0% | +8.5% | -22.5% | -15.6% |
| 3M | -16.9% | +29.3% | -46.2% | -21.3% |
| 6M | +4.7% | -12.9% | +17.7% | +6.5% |
| YTD | -20.7% | +16.8% | -37.5% | -23.6% |
| 1Y | +1.7% | +29.8% | -28.2% | -4.0% |
| 3Y | +13.1% | +336.7% | -323.7% | -14.6% |
| 5Y | +108.4% | +299.9% | -191.5% | +56.6% |
| All | +453.5% | +369.2% | +84.3% | +283.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling