+346.7%
AEM vs CDW
+271.4%
+75.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -5.0% | -7.4% | +2.3% | -4.9% |
| 30D | +8.5% | +5.8% | +2.6% | +8.4% |
| 3M | +29.3% | +10.8% | +18.5% | +28.7% |
| 6M | -12.9% | +21.5% | -34.4% | -13.9% |
| YTD | +16.8% | +6.4% | +10.4% | +16.3% |
| 1Y | +29.8% | -14.8% | +44.6% | +30.7% |
| 3Y | +336.7% | -29.9% | +366.6% | +342.5% |
| 5Y | +299.9% | -22.9% | +322.8% | +299.0% |
| All | +346.7% | +271.4% | +75.3% | +411.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling