+433.2%
AEM vs CLBK
+65.6%
+367.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.0% | -1.4% | -3.7% | -5.0% |
| 30D | +8.5% | +4.5% | +3.9% | +8.3% |
| 3M | +29.3% | +22.8% | +6.5% | +28.6% |
| 6M | -12.9% | +43.4% | -56.4% | -13.7% |
| YTD | +16.8% | +64.1% | -47.3% | +15.4% |
| 1Y | +29.8% | +67.6% | -37.7% | +28.3% |
| 3Y | +336.7% | +53.3% | +283.5% | +331.7% |
| 5Y | +299.9% | +44.8% | +255.1% | +290.5% |
| All | +433.2% | +65.6% | +367.6% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling