+346.4%
AEM vs CASY
+155.2%
+191.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.7% |
| 7D | +17.8% | +3.6% | +14.2% | +17.2% |
| 30D | +6.2% | +7.2% | -1.0% | +5.0% |
| 3M | +12.5% | -16.9% | +29.5% | +15.6% |
| 6M | +4.4% | -19.3% | +23.7% | +8.1% |
| YTD | +19.2% | +25.6% | -6.4% | +7.7% |
| 1Y | +25.5% | +30.2% | -4.7% | +12.2% |
| 3Y | +346.4% | +154.9% | +191.6% | +228.4% |
| All | +346.4% | +155.2% | +191.3% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling