+32.1%
AEM vs CMS
-0.5%
+32.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | +13.1% | -3.2% | +16.3% | +13.5% |
| 3M | +24.8% | -2.2% | +27.0% | +23.7% |
| 6M | -8.2% | -9.4% | +1.2% | -5.6% |
| YTD | +19.8% | +0.7% | +19.1% | +20.9% |
| 1Y | +32.1% | +0.4% | +31.7% | +34.0% |
| All | +32.1% | -0.5% | +32.6% | +34.0% |
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