+18.7%
AEM vs COR
+5.5%
+13.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.0% | +5.7% | +9.8% |
| 7D | +0.2% | +9.1% | -9.0% | +0.6% |
| 30D | +0.1% | +12.4% | -12.3% | +0.8% |
| 3M | +22.1% | +15.8% | +6.3% | +23.2% |
| 6M | +2.4% | +17.1% | -14.6% | +3.6% |
| YTD | +8.9% | +5.4% | +3.5% | +14.0% |
| 1Y | +18.7% | +3.5% | +15.2% | +25.0% |
| All | +18.7% | +5.5% | +13.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling