+520.6%
AEM vs CG
+295.0%
+225.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | +1.4% | -3.8% | +5.2% | +1.7% |
| 30D | -1.2% | +7.5% | -8.7% | -1.9% |
| 3M | +2.5% | -14.4% | +16.9% | +3.8% |
| 6M | -5.1% | -15.7% | +10.6% | -3.9% |
| YTD | +10.4% | -29.0% | +39.4% | +13.1% |
| 1Y | +11.8% | -22.1% | +33.9% | +13.7% |
| 3Y | +315.6% | +49.1% | +266.5% | +298.5% |
| 5Y | +266.3% | -18.4% | +284.6% | +257.2% |
| 10Y | +427.4% | +295.1% | +132.3% | +382.8% |
| All | +520.6% | +295.0% | +225.6% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling