+390.1%
AEM vs CNH
+107.8%
+282.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.8% | -4.7% |
| 7D | +13.9% | +4.5% | +9.3% | +13.3% |
| 30D | +0.8% | +7.6% | -6.9% | -0.1% |
| 3M | +5.8% | +17.0% | -11.2% | +3.7% |
| 6M | -1.0% | +12.9% | -13.9% | -2.8% |
| YTD | +13.1% | +34.3% | -21.2% | +9.4% |
| 1Y | +14.4% | +28.5% | -14.1% | +11.0% |
| 3Y | +325.7% | +31.9% | +293.9% | +307.4% |
| 5Y | +273.7% | -9.6% | +283.3% | +263.7% |
| 10Y | +390.1% | +106.3% | +283.8% | +356.2% |
| All | +390.1% | +107.8% | +282.3% | +356.2% |
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