+302.8%
AEM vs CF
+227.0%
+75.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.9% |
| 7D | -0.5% | +6.0% | -6.5% | -1.0% |
| 30D | +24.0% | +14.8% | +9.2% | +22.6% |
| 3M | +16.1% | +14.1% | +2.0% | +14.6% |
| 6M | -11.6% | +28.5% | -40.1% | -15.2% |
| YTD | +21.5% | +74.9% | -53.4% | +11.3% |
| 1Y | +39.2% | +61.7% | -22.5% | +28.7% |
| 3Y | +347.4% | +80.3% | +267.1% | +300.8% |
| All | +302.8% | +227.0% | +75.8% | +303.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling