+3,119.8%
AEM vs CHD
+11,766.8%
-8,647.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -0.8% | +12.2% | -13.0% | -2.1% |
| 6M | -8.5% | +19.9% | -28.4% | -10.4% |
| YTD | +5.9% | +36.4% | -30.5% | +2.4% |
| 1Y | +6.6% | +35.1% | -28.5% | +3.1% |
| 3Y | +302.2% | +29.2% | +273.0% | +289.5% |
| 5Y | +250.8% | +33.4% | +217.4% | +237.0% |
| 10Y | +406.1% | +195.0% | +211.0% | +353.5% |
| All | +3,119.8% | +11,766.8% | -8,647.0% | +2,476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling