+859.3%
AEM vs CNH
+64.7%
+794.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.6% |
| 7D | -0.5% | +23.3% | -23.8% | -2.8% |
| 30D | +24.0% | +33.5% | -9.4% | +20.0% |
| 3M | +16.1% | +32.7% | -16.6% | +12.2% |
| 6M | -11.6% | +22.2% | -33.8% | -14.0% |
| YTD | +21.5% | +57.7% | -36.1% | +15.5% |
| 1Y | +39.2% | +28.0% | +11.2% | +34.6% |
| 3Y | +347.4% | +11.5% | +335.9% | +332.7% |
| 5Y | +290.1% | +11.9% | +278.3% | +274.1% |
| 10Y | +357.8% | +162.8% | +195.0% | +309.2% |
| All | +859.3% | +64.7% | +794.6% | +790.2% |
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