+3,356.5%
AEM vs CMS
+463.7%
+2,892.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +15.8% | -1.3% | +17.1% | +16.1% |
| 30D | +6.2% | +6.3% | -0.1% | +5.2% |
| 3M | +14.3% | -2.1% | +16.4% | +14.6% |
| 6M | +1.4% | -5.1% | +6.5% | +1.9% |
| YTD | +13.7% | +1.3% | +12.5% | +13.3% |
| 1Y | +21.3% | -1.4% | +22.7% | +21.3% |
| 3Y | +309.9% | +36.9% | +273.0% | +291.3% |
| 5Y | +301.0% | +32.5% | +268.4% | +284.4% |
| 10Y | +344.0% | +126.8% | +217.3% | +297.9% |
| All | +3,356.5% | +463.7% | +2,892.9% | +2,750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling