+18.7%
AEM vs CMS
+1.4%
+17.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.4% | +8.3% | +9.5% |
| 7D | +0.2% | +4.1% | -3.9% | 0.0% |
| 30D | +0.1% | +10.9% | -10.8% | -1.2% |
| 3M | +22.1% | -0.2% | +22.3% | +21.9% |
| 6M | +2.4% | -4.7% | +7.2% | +3.7% |
| YTD | +8.9% | +3.9% | +5.0% | +10.4% |
| 1Y | +18.7% | +0.4% | +18.3% | +22.2% |
| All | +18.7% | +1.4% | +17.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling