+63.0%
AEM vs CHYM
-24.0%
+87.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.3% |
| 7D | -5.0% | -2.9% | -2.1% | -4.8% |
| 30D | +8.5% | +3.0% | +5.5% | +8.1% |
| 3M | +29.3% | +98.7% | -69.4% | +19.8% |
| 6M | -12.9% | +46.4% | -59.4% | -17.2% |
| YTD | +16.8% | +29.8% | -13.0% | +11.0% |
| 1Y | +29.8% | +40.5% | -10.6% | +22.4% |
| All | +63.0% | -24.0% | +87.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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