+308.7%
AEM vs CART
+38.4%
+270.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +15.8% | +3.0% | +12.9% | +15.5% |
| 30D | +6.2% | +28.6% | -22.4% | +3.5% |
| 3M | +14.3% | +29.1% | -14.7% | +11.4% |
| 6M | +1.4% | +44.7% | -43.3% | -2.5% |
| YTD | +13.7% | +29.2% | -15.5% | +10.0% |
| 1Y | +21.3% | +66.2% | -44.8% | +14.3% |
| 3Y | +309.9% | +112.8% | +197.1% | +270.0% |
| All | +308.7% | +38.4% | +270.4% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling