+408.7%
AEM vs COR
+486.2%
-77.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.2% |
| 7D | -6.8% | +7.8% | -14.7% | -7.4% |
| 30D | +0.8% | +7.0% | -6.2% | +0.2% |
| 3M | -0.8% | +16.3% | -17.1% | -2.1% |
| 6M | -8.5% | +41.3% | -49.8% | -11.3% |
| YTD | +5.9% | +7.1% | -1.2% | +5.1% |
| 1Y | +6.6% | -0.8% | +7.4% | +6.6% |
| 3Y | +302.2% | +85.0% | +217.2% | +277.5% |
| 5Y | +250.8% | +203.9% | +46.9% | +217.3% |
| All | +408.7% | +486.2% | -77.5% | +342.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling