+34.0%
AEM vs CF
+59.8%
-25.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.6% |
| 7D | -0.5% | +6.0% | -6.5% | +0.2% |
| 30D | +24.0% | +14.8% | +9.2% | +26.2% |
| 3M | +16.1% | +14.1% | +2.0% | +18.1% |
| 6M | -11.6% | +28.5% | -40.1% | -12.2% |
| YTD | +21.5% | +74.9% | -53.4% | +14.4% |
| All | +34.0% | +59.8% | -25.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling