+39.2%
AEM vs CMS
-1.9%
+41.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +24.0% | -3.6% | +27.6% | +24.5% |
| 3M | +16.1% | -1.9% | +18.0% | +14.8% |
| 6M | -11.6% | -11.0% | -0.6% | -8.7% |
| YTD | +21.5% | +0.2% | +21.3% | +22.8% |
| 1Y | +39.2% | -1.3% | +40.5% | +42.5% |
| All | +39.2% | -1.9% | +41.0% | +42.5% |
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