+319.1%
AEM vs CART
+135.4%
+183.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -1.2% | +23.1% | -24.3% | -3.4% |
| 3M | +2.5% | +19.2% | -16.7% | +0.5% |
| 6M | -5.1% | +45.7% | -50.8% | -9.0% |
| YTD | +10.4% | +30.9% | -20.5% | +6.4% |
| 1Y | +11.8% | +50.2% | -38.4% | +6.0% |
| All | +319.1% | +135.4% | +183.7% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling