+330.6%
AEM vs CNC
-0.4%
+331.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.9% |
| 7D | -5.0% | -3.9% | -1.2% | -5.0% |
| 30D | +8.5% | +0.8% | +7.7% | +8.5% |
| 3M | +29.3% | +0.1% | +29.2% | +29.3% |
| 6M | -12.9% | +79.7% | -92.6% | -13.1% |
| YTD | +16.8% | +58.9% | -42.2% | +16.8% |
| 1Y | +29.8% | +109.1% | -79.3% | +29.8% |
| All | +330.6% | -0.4% | +331.0% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling