+297.5%
AEM vs CFG
+100.9%
+196.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +4.3% | +2.7% | +1.6% | +4.1% |
| 30D | +13.1% | -3.7% | +16.8% | +13.4% |
| 3M | +24.8% | +9.5% | +15.3% | +23.8% |
| 6M | -8.2% | +22.2% | -30.5% | -9.6% |
| YTD | +19.8% | +22.3% | -2.5% | +18.0% |
| 1Y | +32.1% | +39.4% | -7.4% | +29.2% |
| 3Y | +348.2% | +188.5% | +159.7% | +311.8% |
| 5Y | +297.5% | +101.5% | +195.9% | +257.4% |
| All | +297.5% | +100.9% | +196.5% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling