+343.5%
AEM vs CHD
+1.8%
+341.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.0% | -4.2% | +7.2% | +3.3% |
| 30D | +12.5% | -7.6% | +20.1% | +13.1% |
| 3M | +26.9% | -1.6% | +28.5% | +27.1% |
| 6M | -9.4% | -6.3% | -3.1% | -9.2% |
| YTD | +20.3% | +14.6% | +5.7% | +20.4% |
| 1Y | +33.8% | +1.6% | +32.2% | +34.8% |
| All | +343.5% | +1.8% | +341.7% | +342.9% |
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