+6.6%
AEM vs CAG
-9.3%
+15.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -6.8% | -3.3% | -3.5% | -6.5% |
| 30D | +0.8% | +7.7% | -6.9% | +0.3% |
| 3M | -0.8% | -3.2% | +2.3% | -0.7% |
| 6M | -8.5% | +7.0% | -15.5% | -7.7% |
| YTD | +5.9% | -9.0% | +14.9% | +10.7% |
| 1Y | +6.6% | -9.6% | +16.2% | +10.9% |
| All | +6.6% | -9.3% | +15.9% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling