+302.2%
AEM vs CHD
+31.2%
+271.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -6.8% | +3.6% | -10.5% | -7.2% |
| 30D | +0.8% | +10.4% | -9.6% | -0.1% |
| 3M | -0.8% | +12.2% | -13.0% | -1.9% |
| 6M | -8.5% | +19.9% | -28.4% | -10.2% |
| YTD | +5.9% | +36.4% | -30.5% | +3.8% |
| 1Y | +6.6% | +35.1% | -28.5% | +4.5% |
| 3Y | +302.2% | +29.2% | +273.0% | +281.8% |
| All | +302.2% | +31.2% | +271.0% | +281.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling