+376.1%
AEM vs CNH
+157.1%
+219.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | +3.0% | +1.8% | +1.2% | +2.8% |
| 30D | +12.5% | +32.6% | -20.1% | +9.1% |
| 3M | +26.9% | +29.4% | -2.5% | +23.2% |
| 6M | -9.4% | +26.0% | -35.4% | -12.0% |
| YTD | +20.3% | +52.2% | -31.9% | +15.0% |
| 1Y | +33.8% | +23.9% | +9.9% | +30.0% |
| 3Y | +349.8% | +10.1% | +339.7% | +335.5% |
| 5Y | +301.0% | +13.2% | +287.9% | +285.6% |
| 10Y | +376.1% | +160.7% | +215.4% | +322.4% |
| All | +376.1% | +157.1% | +219.0% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling