+355.1%
AEM vs CAG
-36.2%
+391.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -2.1% | -5.7% | +3.6% | -1.5% |
| 30D | +8.4% | -2.4% | +10.8% | +8.7% |
| 3M | +27.3% | +9.8% | +17.5% | +25.9% |
| 6M | -9.7% | -10.8% | +1.2% | -8.6% |
| YTD | +19.0% | -10.8% | +29.8% | +20.2% |
| 1Y | +31.5% | -19.0% | +50.4% | +34.1% |
| 3Y | +338.7% | -39.7% | +378.4% | +359.8% |
| 5Y | +307.4% | -43.0% | +350.4% | +328.8% |
| All | +355.1% | -36.2% | +391.2% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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