+306.4%
AEM vs CART
+39.2%
+267.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.2% | -5.2% |
| 7D | +13.9% | +0.3% | +13.6% | +13.8% |
| 30D | +0.8% | +22.4% | -21.7% | -1.3% |
| 3M | +5.8% | +15.6% | -9.9% | +4.1% |
| 6M | -1.0% | +44.9% | -45.9% | -4.7% |
| YTD | +13.1% | +30.0% | -16.9% | +9.3% |
| 1Y | +14.4% | +56.6% | -42.2% | +8.5% |
| 3Y | +325.7% | +131.9% | +193.8% | +282.8% |
| All | +306.4% | +39.2% | +267.2% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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