+408.7%
AEM vs COO
+41.1%
+367.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | +0.8% | +14.2% | -13.3% | -2.0% |
| 3M | -0.8% | -18.2% | +17.4% | +3.2% |
| 6M | -8.5% | +5.3% | -13.9% | -10.4% |
| YTD | +5.9% | -23.6% | +29.5% | +11.5% |
| 1Y | +6.6% | -12.7% | +19.3% | +8.9% |
| 3Y | +302.2% | -24.2% | +326.4% | +317.0% |
| 5Y | +250.8% | -40.0% | +290.8% | +270.0% |
| All | +408.7% | +41.1% | +367.6% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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