+427.4%
AEM vs COO
+40.2%
+387.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | -1.2% | +13.3% | -14.5% | -3.8% |
| 3M | +2.5% | -18.1% | +20.6% | +6.6% |
| 6M | -5.1% | +6.7% | -11.8% | -7.3% |
| YTD | +10.4% | -23.2% | +33.6% | +16.1% |
| 1Y | +11.8% | -12.3% | +24.1% | +14.1% |
| 3Y | +315.6% | -23.6% | +339.2% | +330.1% |
| 5Y | +266.3% | -38.7% | +305.0% | +285.0% |
| 10Y | +427.4% | +42.2% | +385.2% | +374.4% |
| All | +427.4% | +40.2% | +387.2% | +374.4% |
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