+297.5%
AEM vs CAPR
+87.6%
+209.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 3M | +24.8% | -65.4% | +90.2% | +24.8% |
| 6M | -8.2% | -67.5% | +59.3% | -8.2% |
| YTD | +19.8% | -68.6% | +88.4% | +19.9% |
| 1Y | +32.1% | +42.7% | -10.6% | +31.6% |
| 3Y | +348.2% | +43.4% | +304.8% | +320.5% |
| 5Y | +297.5% | +86.0% | +211.4% | +242.0% |
| All | +297.5% | +87.6% | +209.9% | +242.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling