+346.4%
AEM vs CFG
+182.2%
+164.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.5% |
| 7D | +17.8% | +0.3% | +17.6% | +17.8% |
| 30D | +6.2% | +3.2% | +3.0% | +5.9% |
| 3M | +12.5% | -9.7% | +22.2% | +13.4% |
| 6M | +4.4% | +3.6% | +0.8% | +3.8% |
| YTD | +19.2% | +14.7% | +4.5% | +17.7% |
| 1Y | +25.5% | +29.6% | -4.1% | +23.4% |
| 3Y | +346.4% | +190.6% | +155.9% | +277.5% |
| All | +346.4% | +182.2% | +164.2% | +277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling