+304.9%
AEM vs CLBK
+43.5%
+261.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -2.1% | -1.5% | -0.7% | -2.1% |
| 30D | +8.4% | -1.0% | +9.5% | +8.4% |
| 3M | +27.3% | +22.9% | +4.4% | +27.6% |
| 6M | -9.7% | +44.2% | -53.9% | -9.2% |
| YTD | +19.0% | +64.0% | -45.0% | +20.0% |
| 1Y | +31.5% | +65.7% | -34.2% | +32.8% |
| 3Y | +338.7% | +54.1% | +284.6% | +343.9% |
| All | +304.9% | +43.5% | +261.4% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling