+427.4%
AEM vs CDW
+338.4%
+88.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.4% |
| 7D | +1.4% | +2.6% | -1.2% | +1.2% |
| 30D | -1.2% | +20.4% | -21.6% | -1.8% |
| 3M | +2.5% | +28.5% | -25.9% | +1.7% |
| 6M | -5.1% | +70.6% | -75.7% | -6.9% |
| YTD | +10.4% | +29.1% | -18.7% | +9.1% |
| 1Y | +11.8% | +23.8% | -12.0% | +10.7% |
| 3Y | +315.6% | -14.5% | +330.1% | +318.5% |
| 5Y | +266.3% | -1.6% | +267.8% | +262.3% |
| 10Y | +427.4% | +322.0% | +105.3% | +428.2% |
| All | +427.4% | +338.4% | +88.9% | +428.2% |
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