+408.7%
AEM vs CNH
+106.0%
+302.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -6.8% | +3.0% | -9.9% | -7.1% |
| 30D | +0.8% | -0.6% | +1.4% | +0.8% |
| 3M | -0.8% | +14.6% | -15.5% | -2.5% |
| 6M | -8.5% | +11.8% | -20.3% | -10.0% |
| YTD | +5.9% | +30.4% | -24.5% | +2.8% |
| 1Y | +6.6% | +19.1% | -12.5% | +4.2% |
| 3Y | +302.2% | +30.2% | +272.0% | +285.9% |
| 5Y | +250.8% | -17.8% | +268.6% | +242.4% |
| All | +408.7% | +106.0% | +302.7% | +406.4% |
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