+305.7%
AEM vs CASY
+253.8%
+51.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.7% |
| 7D | +17.8% | +3.6% | +14.2% | +17.3% |
| 30D | +6.2% | +7.2% | -1.0% | +5.1% |
| 3M | +12.5% | -16.9% | +29.5% | +15.4% |
| 6M | +4.4% | -19.3% | +23.7% | +7.4% |
| YTD | +19.2% | +25.6% | -6.4% | +10.4% |
| 1Y | +25.5% | +30.2% | -4.7% | +15.2% |
| 3Y | +346.4% | +154.9% | +191.6% | +261.7% |
| 5Y | +305.7% | +252.1% | +53.5% | +215.8% |
| All | +305.7% | +253.8% | +51.9% | +215.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling