+2,718.5%
AEM vs CHRW
+3,633.2%
-914.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +13.9% | -3.4% | +17.2% | +14.3% |
| 30D | +0.8% | -9.4% | +10.1% | +1.7% |
| 3M | +5.8% | -12.6% | +18.4% | +7.0% |
| 6M | -1.0% | -24.2% | +23.2% | +1.3% |
| YTD | +13.1% | -18.9% | +31.9% | +14.5% |
| 1Y | +14.4% | -13.7% | +28.1% | +15.0% |
| 3Y | +325.7% | +72.6% | +253.1% | +288.3% |
| 5Y | +273.7% | +55.6% | +218.2% | +242.8% |
| 10Y | +390.1% | +122.7% | +267.4% | +321.4% |
| All | +2,718.5% | +3,633.2% | -914.7% | +1,755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling