-12.9%
AEM vs CNC
+54.2%
-67.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.8% |
| 7D | -5.0% | -3.9% | -1.2% | -5.2% |
| 30D | +8.5% | +0.8% | +7.7% | +8.6% |
| 3M | +29.3% | +0.1% | +29.2% | +29.3% |
| 6M | -12.9% | +79.7% | -92.6% | -5.4% |
| All | -12.9% | +54.2% | -67.1% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling