+1,746.0%
AEM vs CF
+5,449.8%
-3,703.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -5.8% |
| 7D | +13.9% | +4.8% | +9.1% | +12.4% |
| 30D | +0.8% | +9.7% | -8.9% | -1.9% |
| 3M | +5.8% | +1.2% | +4.5% | +4.7% |
| 6M | -1.0% | +7.4% | -8.3% | -4.1% |
| YTD | +13.1% | +60.5% | -47.5% | -3.7% |
| 1Y | +14.4% | +50.7% | -36.3% | -1.0% |
| 3Y | +325.7% | +64.8% | +260.9% | +250.7% |
| 5Y | +273.7% | +115.8% | +158.0% | +173.5% |
| 10Y | +390.1% | +481.0% | -90.9% | +125.6% |
| All | +1,746.0% | +5,449.8% | -3,703.8% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling