+3,515.1%
AEM vs CGNX
+12,871.6%
-9,356.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.7% |
| 7D | -2.1% | +3.2% | -5.3% | -2.3% |
| 30D | +8.4% | +6.0% | +2.4% | +8.1% |
| 3M | +27.3% | +3.5% | +23.7% | +26.9% |
| 6M | -9.7% | +26.3% | -35.9% | -10.7% |
| YTD | +19.0% | +79.2% | -60.3% | +15.2% |
| 1Y | +31.5% | +43.8% | -12.3% | +28.5% |
| 3Y | +338.7% | +52.0% | +286.7% | +324.6% |
| 5Y | +307.4% | -24.0% | +331.5% | +303.7% |
| 10Y | +370.9% | +189.1% | +181.8% | +339.1% |
| All | +3,515.1% | +12,871.6% | -9,356.5% | +3,467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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