+280.7%
AEM vs CART
+39.2%
+241.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -5.6% | +1.2% | -6.8% | -5.7% |
| 30D | -3.9% | +17.8% | -21.7% | -5.5% |
| 3M | -3.4% | +20.7% | -24.1% | -5.3% |
| 6M | -9.0% | +49.7% | -58.8% | -12.7% |
| YTD | +5.9% | +30.0% | -24.1% | +2.4% |
| 1Y | +4.0% | +48.4% | -44.4% | -0.9% |
| 3Y | +298.8% | +132.0% | +166.8% | +258.6% |
| All | +280.7% | +39.2% | +241.4% | +245.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling