+301.0%
AEM vs CNP
+70.6%
+230.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | +12.5% | -0.1% | +12.5% | +12.4% |
| 3M | +26.9% | -5.6% | +32.6% | +29.1% |
| 6M | -9.4% | -7.5% | -2.0% | -7.4% |
| YTD | +20.3% | +5.5% | +14.8% | +16.0% |
| 1Y | +33.8% | +8.3% | +25.4% | +27.3% |
| 3Y | +349.8% | +51.8% | +298.1% | +264.6% |
| 5Y | +301.0% | +69.9% | +231.1% | +219.7% |
| All | +301.0% | +70.6% | +230.4% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling