+348.2%
AEM vs CHRW
+86.2%
+262.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | +4.3% | +1.9% | +2.4% | +4.3% |
| 30D | +13.1% | +0.9% | +12.2% | +13.1% |
| 3M | +24.8% | -19.9% | +44.7% | +25.6% |
| 6M | -8.2% | -15.8% | +7.6% | -7.9% |
| YTD | +19.8% | -5.6% | +25.4% | +20.3% |
| 1Y | +32.1% | +21.0% | +11.0% | +33.3% |
| 3Y | +348.2% | +86.0% | +262.2% | +348.5% |
| All | +348.2% | +86.2% | +262.0% | +348.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling