+3,541.8%
AEM vs CAH
+14,665.6%
-11,123.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.3% |
| 7D | +4.3% | +0.5% | +3.9% | +4.3% |
| 30D | +13.1% | +1.7% | +11.4% | +13.0% |
| 3M | +24.8% | +17.9% | +6.9% | +23.5% |
| 6M | -8.2% | +10.9% | -19.2% | -8.9% |
| YTD | +19.8% | +17.9% | +2.0% | +18.5% |
| 1Y | +32.1% | +61.7% | -29.6% | +28.1% |
| 3Y | +348.2% | +183.7% | +164.5% | +320.3% |
| 5Y | +297.5% | +401.3% | -103.9% | +260.9% |
| 10Y | +343.3% | +293.7% | +49.6% | +302.4% |
| All | +3,541.8% | +14,665.6% | -11,123.7% | +3,550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling