+16.4%
FSLR vs AEM
+349.6%
-333.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | +6.8% | +4.3% | +2.5% | +5.5% |
| 30D | -14.7% | +13.1% | -27.8% | -18.0% |
| 3M | -22.6% | +24.8% | -47.3% | -27.9% |
| 6M | +12.7% | -8.2% | +20.9% | +13.3% |
| YTD | -18.4% | +19.8% | -38.2% | -23.2% |
| 1Y | +4.9% | +32.1% | -27.1% | -3.9% |
| 3Y | +16.4% | +348.2% | -331.8% | -36.0% |
| All | +16.4% | +349.6% | -333.2% | -36.0% |
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