+39.2%
AEM vs CDW
-5.0%
+44.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.3% |
| 7D | -0.5% | +3.2% | -3.7% | -0.2% |
| 30D | +24.0% | +9.3% | +14.7% | +25.1% |
| 3M | +16.1% | +9.8% | +6.3% | +17.1% |
| 6M | -11.6% | +23.3% | -35.0% | -10.5% |
| YTD | +21.5% | +13.7% | +7.9% | +25.5% |
| 1Y | +39.2% | -6.5% | +45.7% | +48.6% |
| All | +39.2% | -5.0% | +44.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling