+346.7%
AEM vs CHD
+125.6%
+221.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -5.0% | -4.7% | -0.3% | -4.0% |
| 30D | +8.5% | -8.3% | +16.8% | +10.6% |
| 3M | +29.3% | -4.0% | +33.3% | +30.2% |
| 6M | -12.9% | -6.5% | -6.4% | -11.8% |
| YTD | +16.8% | +13.1% | +3.7% | +13.2% |
| 1Y | +29.8% | +2.3% | +27.5% | +28.5% |
| 3Y | +336.7% | +1.8% | +334.9% | +328.2% |
| 5Y | +299.9% | +20.6% | +279.4% | +266.8% |
| All | +346.7% | +125.6% | +221.1% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling