+346.4%
AEM vs COO
-23.3%
+369.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.3% |
| 7D | +17.8% | +4.3% | +13.5% | +16.9% |
| 30D | +6.2% | +17.6% | -11.4% | +3.0% |
| 3M | +12.5% | -13.9% | +26.4% | +15.4% |
| 6M | +4.4% | +6.6% | -2.1% | +2.1% |
| YTD | +19.2% | -22.0% | +41.2% | +24.8% |
| 1Y | +25.5% | -8.8% | +34.3% | +27.5% |
| 3Y | +346.4% | -21.5% | +367.9% | +333.7% |
| All | +346.4% | -23.3% | +369.8% | +333.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling