+376.1%
AEM vs CASY
+468.0%
-91.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.2% | +14.6% | +1.8% |
| 7D | +3.0% | -16.5% | +19.5% | +4.8% |
| 30D | +12.5% | -26.4% | +38.9% | +15.9% |
| 3M | +26.9% | -17.3% | +44.2% | +28.3% |
| 6M | -9.4% | -5.2% | -4.2% | -10.1% |
| YTD | +20.3% | +14.1% | +6.2% | +16.6% |
| 1Y | +33.8% | +16.6% | +17.2% | +29.4% |
| 3Y | +349.8% | +163.7% | +186.1% | +302.5% |
| 5Y | +301.0% | +231.3% | +69.7% | +253.7% |
| 10Y | +376.1% | +462.9% | -86.8% | +330.1% |
| All | +376.1% | +468.0% | -91.9% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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