+408.7%
AEM vs CAPR
-65.7%
+474.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | -6.8% | +5.9% | -12.7% | -6.9% |
| 30D | +0.8% | +44.6% | -43.8% | +0.5% |
| 3M | -0.8% | +126.4% | -127.2% | -1.4% |
| 6M | -8.5% | -68.6% | +60.1% | -8.4% |
| YTD | +5.9% | -67.0% | +72.9% | +6.0% |
| 1Y | +6.6% | +65.2% | -58.6% | +4.9% |
| 3Y | +302.2% | +235.6% | +66.6% | +286.3% |
| 5Y | +250.8% | +175.4% | +75.4% | +235.8% |
| All | +408.7% | -65.7% | +474.4% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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