+3,119.8%
AEM vs CAG
+578.5%
+2,541.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -6.8% | -3.3% | -3.5% | -6.7% |
| 30D | +0.8% | +7.7% | -6.9% | +0.4% |
| 3M | -0.8% | -3.2% | +2.3% | -0.7% |
| 6M | -8.5% | +7.0% | -15.5% | -8.9% |
| YTD | +5.9% | -9.0% | +14.9% | +6.3% |
| 1Y | +6.6% | -9.6% | +16.2% | +7.0% |
| 3Y | +302.2% | -36.0% | +338.2% | +309.3% |
| 5Y | +250.8% | -40.9% | +291.6% | +258.1% |
| 10Y | +406.1% | -37.3% | +443.4% | +414.2% |
| All | +3,119.8% | +578.5% | +2,541.3% | +3,960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling