+375.9%
AEM vs CMS
+127.7%
+248.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +17.8% | -0.9% | +18.7% | +18.2% |
| 30D | +6.2% | +7.1% | -0.8% | +3.7% |
| 3M | +12.5% | -1.3% | +13.8% | +12.8% |
| 6M | +4.4% | -2.7% | +7.1% | +4.8% |
| YTD | +19.2% | +2.6% | +16.6% | +17.5% |
| 1Y | +25.5% | -2.0% | +27.5% | +25.6% |
| 3Y | +346.4% | +39.6% | +306.8% | +294.5% |
| 5Y | +305.7% | +35.3% | +270.3% | +262.4% |
| 10Y | +375.9% | +132.3% | +243.6% | +199.1% |
| All | +375.9% | +127.7% | +248.2% | +199.1% |
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