+408.7%
AEM vs CFG
+216.2%
+192.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -6.8% | +3.2% | -10.0% | -6.9% |
| 30D | +0.8% | +5.1% | -4.3% | +0.7% |
| 3M | -0.8% | -11.2% | +10.4% | -0.7% |
| 6M | -8.5% | +9.6% | -18.1% | -8.6% |
| YTD | +5.9% | +15.0% | -9.0% | +5.8% |
| 1Y | +6.6% | +29.9% | -23.3% | +6.4% |
| 3Y | +302.2% | +192.1% | +110.1% | +299.4% |
| 5Y | +250.8% | +62.3% | +188.5% | +245.1% |
| All | +408.7% | +216.2% | +192.5% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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