+907.3%
AEM vs CDW
+903.1%
+4.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.5% | +3.2% | -3.7% | -0.5% |
| 30D | +24.0% | +9.3% | +14.7% | +24.1% |
| 3M | +16.1% | +9.8% | +6.3% | +16.1% |
| 6M | -11.6% | +23.3% | -35.0% | -11.7% |
| YTD | +21.5% | +13.7% | +7.9% | +21.6% |
| 1Y | +39.2% | -6.5% | +45.7% | +39.7% |
| 3Y | +347.4% | -25.2% | +372.7% | +350.4% |
| 5Y | +290.1% | -19.5% | +309.6% | +289.5% |
| 10Y | +357.8% | +285.8% | +72.0% | +432.9% |
| All | +907.3% | +903.1% | +4.2% | +1,438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling