+374.3%
AEM vs CAPR
-76.2%
+450.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.4% |
| 7D | +4.3% | -9.5% | +13.8% | +4.4% |
| 30D | +13.1% | +121.5% | -108.4% | +12.5% |
| 3M | +24.8% | -65.4% | +90.2% | +25.0% |
| 6M | -8.2% | -67.5% | +59.3% | -8.1% |
| YTD | +19.8% | -68.6% | +88.4% | +20.1% |
| 1Y | +32.1% | +42.7% | -10.6% | +30.0% |
| 3Y | +348.2% | +43.4% | +304.8% | +333.6% |
| 5Y | +297.5% | +86.0% | +211.4% | +281.2% |
| All | +374.3% | -76.2% | +450.5% | +340.6% |
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