+344.8%
AEM vs COPX
+200.8%
+144.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | +3.0% | +6.0% | -3.0% | +0.3% |
| 30D | +12.5% | +6.4% | +6.1% | +9.5% |
| 3M | +26.9% | +19.3% | +7.7% | +17.6% |
| 6M | -9.4% | +16.2% | -25.7% | -15.1% |
| YTD | +20.3% | +33.2% | -12.9% | +6.7% |
| 1Y | +33.8% | +90.2% | -56.4% | +2.4% |
| 3Y | +349.8% | +175.7% | +174.1% | +190.3% |
| 5Y | +301.0% | +193.1% | +107.9% | +147.9% |
| 10Y | +376.1% | +619.4% | -243.4% | +84.6% |
| All | +344.8% | +200.8% | +144.0% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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