+657.1%
AEM vs CFG
+362.1%
+295.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -1.2% | +3.1% | -4.3% | -1.2% |
| 3M | +2.5% | -9.7% | +12.3% | +2.4% |
| 6M | -5.1% | +6.7% | -11.8% | -5.0% |
| YTD | +10.4% | +15.2% | -4.8% | +10.6% |
| 1Y | +11.8% | +28.8% | -17.0% | +12.3% |
| 3Y | +315.6% | +190.1% | +125.6% | +326.6% |
| 5Y | +266.3% | +63.4% | +202.9% | +267.2% |
| 10Y | +427.4% | +219.8% | +207.6% | +465.0% |
| All | +657.1% | +362.1% | +295.0% | +747.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling