+355.1%
AEM vs CHTR
-44.7%
+399.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.9% |
| 30D | +8.4% | -3.0% | +11.4% | +8.5% |
| 3M | +27.3% | +4.8% | +22.5% | +26.3% |
| 6M | -9.7% | -35.0% | +25.4% | -7.2% |
| YTD | +19.0% | -30.2% | +49.1% | +21.3% |
| 1Y | +31.5% | -44.8% | +76.2% | +37.3% |
| 3Y | +338.7% | -66.6% | +405.3% | +376.8% |
| 5Y | +307.4% | -81.5% | +388.9% | +370.5% |
| All | +355.1% | -44.7% | +399.8% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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