+3,255.3%
AEM vs COO
+5,406.0%
-2,150.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.5% |
| 30D | -1.2% | +13.3% | -14.5% | -1.7% |
| 3M | +2.5% | -18.1% | +20.6% | +3.4% |
| 6M | -5.1% | +6.7% | -11.8% | -5.5% |
| YTD | +10.4% | -23.2% | +33.6% | +11.6% |
| 1Y | +11.8% | -12.3% | +24.1% | +12.3% |
| 3Y | +315.6% | -23.6% | +339.2% | +319.0% |
| 5Y | +266.3% | -38.7% | +305.0% | +271.8% |
| 10Y | +427.4% | +42.2% | +385.2% | +417.6% |
| All | +3,255.3% | +5,406.0% | -2,150.7% | +2,844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling