+305.7%
AEM vs CFG
+68.3%
+237.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.6% |
| 7D | +17.8% | +0.3% | +17.6% | +17.8% |
| 30D | +6.2% | +3.2% | +3.0% | +6.0% |
| 3M | +12.5% | -9.7% | +22.2% | +13.3% |
| 6M | +4.4% | +3.6% | +0.8% | +4.0% |
| YTD | +19.2% | +14.7% | +4.5% | +17.9% |
| 1Y | +25.5% | +29.6% | -4.1% | +23.3% |
| 3Y | +346.4% | +190.6% | +155.9% | +308.4% |
| 5Y | +305.7% | +67.1% | +238.6% | +251.7% |
| All | +305.7% | +68.3% | +237.3% | +251.7% |
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