+726.4%
FSLR vs AEM
+633.5%
+92.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -13.7% | +24.0% | -37.7% | -18.2% |
| 3M | -35.1% | +16.1% | -51.2% | -37.6% |
| 6M | +3.6% | -11.6% | +15.3% | +5.8% |
| YTD | -21.7% | +21.5% | -43.3% | -26.2% |
| 1Y | +1.3% | +39.2% | -37.9% | -7.8% |
| 3Y | +9.7% | +347.4% | -337.7% | -25.6% |
| 5Y | +117.4% | +290.1% | -172.8% | +47.9% |
| 10Y | +435.5% | +357.8% | +77.7% | +223.2% |
| All | +726.4% | +633.5% | +92.9% | +216.3% |
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 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