+346.7%
AEM vs CNP
+137.1%
+209.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -5.0% | -2.2% | -2.9% | -4.6% |
| 30D | +8.5% | -2.1% | +10.5% | +8.9% |
| 3M | +29.3% | -7.9% | +37.2% | +31.5% |
| 6M | -12.9% | -8.3% | -4.6% | -11.5% |
| YTD | +16.8% | +3.8% | +13.0% | +15.1% |
| 1Y | +29.8% | +5.9% | +24.0% | +27.3% |
| 3Y | +336.7% | +49.3% | +287.5% | +293.6% |
| 5Y | +299.9% | +69.3% | +230.7% | +252.6% |
| All | +346.7% | +137.1% | +209.6% | +190.5% |
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