+301.0%
AEM vs CG
+5.5%
+295.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.9% |
| 7D | +3.0% | -6.4% | +9.4% | +4.0% |
| 30D | +12.5% | -7.1% | +19.5% | +13.6% |
| 3M | +26.9% | -1.6% | +28.5% | +27.0% |
| 6M | -9.4% | -8.3% | -1.1% | -8.6% |
| YTD | +20.3% | -23.8% | +44.1% | +23.7% |
| 1Y | +33.8% | -28.7% | +62.5% | +38.4% |
| 3Y | +349.8% | +49.2% | +300.7% | +313.5% |
| 5Y | +301.0% | +5.5% | +295.5% | +256.8% |
| All | +301.0% | +5.5% | +295.5% | +256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling