+35.1%
FSLR vs AEM
+327.2%
-292.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.1% | -0.4% | -4.1% |
| 7D | -2.6% | +13.9% | -16.5% | -6.3% |
| 30D | +1.8% | +0.8% | +1.0% | +1.2% |
| 3M | -24.4% | +5.8% | -30.1% | -26.1% |
| 6M | -17.7% | -1.0% | -16.8% | -18.7% |
| YTD | -30.7% | +13.1% | -43.8% | -33.9% |
| 1Y | -33.6% | +14.4% | -48.0% | -36.9% |
| 3Y | +35.1% | +325.7% | -290.6% | -29.1% |
| All | +35.1% | +327.2% | -292.0% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling