+301.0%
AEM vs CMS
+32.6%
+268.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.2% |
| 7D | +15.8% | -1.3% | +17.1% | +16.5% |
| 30D | +6.2% | +6.3% | -0.1% | +3.2% |
| 3M | +14.3% | -2.1% | +16.4% | +15.0% |
| 6M | +1.4% | -5.1% | +6.5% | +2.9% |
| YTD | +13.7% | +1.3% | +12.5% | +12.0% |
| 1Y | +21.3% | -1.4% | +22.7% | +20.9% |
| 3Y | +309.9% | +36.9% | +273.0% | +242.9% |
| All | +301.0% | +32.6% | +268.4% | +243.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling