+304.9%
AEM vs CAH
+393.5%
-88.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -2.1% | -5.1% | +3.0% | -1.3% |
| 30D | +8.4% | +0.2% | +8.3% | +8.4% |
| 3M | +27.3% | +6.3% | +21.0% | +26.0% |
| 6M | -9.7% | +9.4% | -19.0% | -10.9% |
| YTD | +19.0% | +15.0% | +4.0% | +16.2% |
| 1Y | +31.5% | +55.4% | -24.0% | +21.2% |
| 3Y | +338.7% | +173.8% | +164.9% | +256.1% |
| All | +304.9% | +393.5% | -88.7% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling