+408.6%
AEM vs CNP
+145.0%
+263.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -5.6% | +2.5% | -8.1% | -6.1% |
| 30D | -3.9% | +4.0% | -7.9% | -4.9% |
| 3M | -3.4% | +1.6% | -5.1% | -4.0% |
| 6M | -9.0% | -1.7% | -7.4% | -9.1% |
| YTD | +5.9% | +8.6% | -2.7% | +3.2% |
| 1Y | +4.0% | +5.8% | -1.8% | +1.9% |
| 3Y | +298.8% | +63.0% | +235.8% | +253.2% |
| 5Y | +250.7% | +74.7% | +176.1% | +207.9% |
| All | +408.6% | +145.0% | +263.6% | +229.5% |
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