+583.3%
AEM vs CG
+351.2%
+232.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.0% |
| 7D | -0.5% | -4.3% | +3.8% | -0.1% |
| 30D | +24.0% | -5.1% | +29.1% | +24.5% |
| 3M | +16.1% | +8.7% | +7.4% | +15.1% |
| 6M | -11.6% | -9.2% | -2.4% | -11.1% |
| YTD | +21.5% | -18.9% | +40.4% | +23.1% |
| 1Y | +39.2% | -25.6% | +64.8% | +41.8% |
| 3Y | +347.4% | +57.3% | +290.2% | +326.5% |
| 5Y | +290.1% | +10.2% | +280.0% | +273.3% |
| 10Y | +357.8% | +364.2% | -6.4% | +314.3% |
| All | +583.3% | +351.2% | +232.1% | +496.8% |
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 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