+1,884.3%
AEM vs CF
+5,948.3%
-4,064.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.4% |
| 7D | -0.5% | +6.0% | -6.5% | -2.1% |
| 30D | +24.0% | +14.8% | +9.2% | +19.5% |
| 3M | +16.1% | +14.1% | +2.0% | +11.7% |
| 6M | -11.6% | +28.5% | -40.1% | -19.6% |
| YTD | +21.5% | +74.9% | -53.4% | +1.9% |
| 1Y | +39.2% | +61.7% | -22.5% | +18.7% |
| 3Y | +347.4% | +80.3% | +267.1% | +261.4% |
| 5Y | +290.1% | +226.0% | +64.2% | +154.6% |
| 10Y | +357.8% | +569.9% | -212.1% | +101.6% |
| All | +1,884.3% | +5,948.3% | -4,064.0% | +208.6% |
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