+427.4%
AEM vs CNP
+142.1%
+285.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -1.2% | +5.0% | -6.2% | -2.5% |
| 3M | +2.5% | +2.7% | -0.1% | +1.7% |
| 6M | -5.1% | -1.9% | -3.2% | -5.1% |
| YTD | +10.4% | +8.8% | +1.6% | +7.5% |
| 1Y | +11.8% | +5.6% | +6.1% | +9.6% |
| 3Y | +315.6% | +63.2% | +252.4% | +268.1% |
| 5Y | +266.3% | +73.8% | +192.5% | +221.9% |
| 10Y | +427.4% | +144.0% | +283.3% | +240.6% |
| All | +427.4% | +142.1% | +285.2% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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