+442.6%
FSLR vs AEM
+383.3%
+59.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.8% |
| 7D | +0.2% | +3.0% | -2.8% | -0.3% |
| 30D | -15.1% | +12.5% | -27.6% | -17.2% |
| 3M | -22.5% | +26.9% | -49.5% | -26.3% |
| 6M | +4.0% | -9.4% | +13.4% | +4.9% |
| YTD | -22.3% | +20.3% | -42.5% | -25.5% |
| 1Y | 0.0% | +33.8% | -33.8% | -6.1% |
| 3Y | +10.9% | +349.8% | -339.0% | -16.7% |
| 5Y | +105.4% | +301.0% | -195.6% | +54.0% |
| All | +442.6% | +383.3% | +59.3% | +273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling