+362.7%
AEM vs CF
+561.7%
-199.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +15.8% | -3.2% | +19.0% | +16.0% |
| 30D | +6.2% | +4.3% | +1.9% | +5.8% |
| 3M | +14.3% | +2.8% | +11.5% | +13.9% |
| 6M | +1.4% | +0.6% | +0.8% | +1.0% |
| YTD | +13.7% | +56.6% | -42.9% | +8.0% |
| 1Y | +21.3% | +49.6% | -28.3% | +15.7% |
| 3Y | +309.9% | +61.5% | +248.4% | +285.1% |
| 5Y | +301.0% | +124.0% | +177.0% | +271.8% |
| All | +362.7% | +561.7% | -199.0% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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