+302.8%
AEM vs CMS
+23.4%
+279.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +24.0% | -3.6% | +27.6% | +25.9% |
| 3M | +16.1% | -1.9% | +18.0% | +16.2% |
| 6M | -11.6% | -11.0% | -0.6% | -7.3% |
| YTD | +21.5% | +0.2% | +21.3% | +20.4% |
| 1Y | +39.2% | -1.3% | +40.5% | +38.7% |
| 3Y | +347.4% | +35.9% | +311.5% | +274.6% |
| All | +302.8% | +23.4% | +279.4% | +251.8% |
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