+343.3%
AEM vs CMS
+117.1%
+226.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | +13.1% | -3.2% | +16.3% | +14.3% |
| 3M | +24.8% | -2.2% | +27.0% | +25.3% |
| 6M | -8.2% | -9.4% | +1.2% | -5.4% |
| YTD | +19.8% | +0.7% | +19.1% | +19.0% |
| 1Y | +32.1% | +0.4% | +31.7% | +31.1% |
| 3Y | +348.2% | +35.2% | +313.0% | +298.8% |
| 5Y | +297.5% | +24.1% | +273.3% | +262.7% |
| 10Y | +343.3% | +115.8% | +227.5% | +199.4% |
| All | +343.3% | +117.1% | +226.2% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling