+3,594.0%
AEM vs CASY
+36,294.0%
-32,700.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +24.0% | -11.3% | +35.4% | +24.6% |
| 3M | +16.1% | -0.6% | +16.7% | +15.8% |
| 6M | -11.6% | +10.7% | -22.3% | -12.2% |
| YTD | +21.5% | +37.1% | -15.6% | +19.6% |
| 1Y | +39.2% | +52.3% | -13.1% | +36.3% |
| 3Y | +347.4% | +215.2% | +132.2% | +326.6% |
| 5Y | +290.1% | +276.5% | +13.7% | +269.6% |
| 10Y | +357.8% | +508.4% | -150.6% | +326.5% |
| All | +3,594.0% | +36,294.0% | -32,700.1% | +3,854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling