+2,929.7%
AEM vs CHRW
+4,173.0%
-1,243.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +24.0% | -3.5% | +27.5% | +24.4% |
| 3M | +16.1% | -19.4% | +35.5% | +18.4% |
| 6M | -11.6% | -21.4% | +9.8% | -9.7% |
| YTD | +21.5% | -7.1% | +28.7% | +21.5% |
| 1Y | +39.2% | +17.8% | +21.4% | +35.2% |
| 3Y | +347.4% | +78.8% | +268.7% | +308.0% |
| 5Y | +290.1% | +83.5% | +206.6% | +252.1% |
| 10Y | +357.8% | +160.2% | +197.5% | +287.6% |
| All | +2,929.7% | +4,173.0% | -1,243.3% | +1,870.5% |
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 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