+346.7%
AEM vs CHRW
+182.4%
+164.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -5.0% | +4.4% | -9.4% | -5.3% |
| 30D | +8.5% | +5.5% | +3.0% | +8.0% |
| 3M | +29.3% | -17.3% | +46.5% | +30.7% |
| 6M | -12.9% | -12.7% | -0.3% | -12.4% |
| YTD | +16.8% | -4.1% | +20.9% | +16.6% |
| 1Y | +29.8% | +21.2% | +8.6% | +27.6% |
| 3Y | +336.7% | +88.9% | +247.8% | +312.1% |
| 5Y | +299.9% | +93.1% | +206.9% | +278.2% |
| All | +346.7% | +182.4% | +164.3% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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