+3,555.0%
AEM vs CLX
+2,294.7%
+1,260.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | +3.0% | -4.9% | +7.9% | +3.2% |
| 30D | +12.5% | -15.8% | +28.3% | +13.3% |
| 3M | +26.9% | -7.9% | +34.9% | +27.3% |
| 6M | -9.4% | -19.0% | +9.6% | -8.8% |
| YTD | +20.3% | -7.9% | +28.2% | +20.7% |
| 1Y | +33.8% | -25.4% | +59.2% | +35.1% |
| 3Y | +349.8% | -35.0% | +384.8% | +355.8% |
| 5Y | +301.0% | -36.8% | +337.8% | +305.8% |
| 10Y | +376.1% | -1.4% | +377.5% | +384.7% |
| All | +3,555.0% | +2,294.7% | +1,260.3% | +5,852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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