+31.5%
AEM vs COR
+9.0%
+22.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -2.8% | +0.7% | -2.4% |
| 30D | +8.4% | +2.6% | +5.9% | +8.7% |
| 3M | +27.3% | +14.5% | +12.8% | +28.8% |
| 6M | -9.7% | -7.8% | -1.8% | -7.5% |
| YTD | +19.0% | -4.2% | +23.2% | +23.3% |
| 1Y | +31.5% | +7.0% | +24.5% | +39.8% |
| All | +31.5% | +9.0% | +22.5% | +39.8% |
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