+797.6%
AEM vs CNH
+32.2%
+765.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.0% |
| 7D | +15.8% | -1.7% | +17.5% | +16.0% |
| 30D | +6.2% | -7.2% | +13.4% | +6.9% |
| 3M | +14.3% | +6.5% | +7.8% | +13.2% |
| 6M | +1.4% | +7.9% | -6.5% | 0.0% |
| YTD | +13.7% | +26.6% | -12.9% | +10.5% |
| 1Y | +21.3% | +13.8% | +7.6% | +18.9% |
| 3Y | +309.9% | +9.2% | +300.7% | +298.2% |
| 5Y | +301.0% | -15.6% | +316.5% | +294.0% |
| 10Y | +344.0% | +119.2% | +224.8% | +303.7% |
| All | +797.6% | +32.2% | +765.4% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling