+348.2%
AEM vs CDW
-29.2%
+377.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.7% |
| 7D | +4.3% | -3.9% | +8.2% | +4.1% |
| 30D | +13.1% | +6.9% | +6.2% | +13.7% |
| 3M | +24.8% | +7.7% | +17.1% | +25.3% |
| 6M | -8.2% | +18.3% | -26.6% | -7.5% |
| YTD | +19.8% | +7.8% | +12.1% | +21.2% |
| 1Y | +32.1% | -12.2% | +44.2% | +33.6% |
| 3Y | +348.2% | -28.9% | +377.1% | +350.0% |
| All | +348.2% | -29.2% | +377.4% | +350.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling