+29.8%
AEM vs CG
-30.6%
+60.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.3% |
| 7D | -5.0% | -9.8% | +4.8% | -2.5% |
| 30D | +8.5% | -10.3% | +18.8% | +11.3% |
| 3M | +29.3% | -1.7% | +30.9% | +28.8% |
| 6M | -12.9% | -9.8% | -3.1% | -11.5% |
| YTD | +16.8% | -25.6% | +42.4% | +21.8% |
| 1Y | +29.8% | -32.5% | +62.4% | +34.6% |
| All | +29.8% | -30.6% | +60.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling