+6.6%
AEM vs COR
-0.1%
+6.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.1% |
| 7D | -6.8% | +7.8% | -14.7% | -6.6% |
| 30D | +0.8% | +7.0% | -6.2% | +1.1% |
| 3M | -0.8% | +16.3% | -17.1% | +0.1% |
| 6M | -8.5% | +41.3% | -49.8% | -6.4% |
| YTD | +5.9% | +7.1% | -1.2% | +11.1% |
| 1Y | +6.6% | -0.8% | +7.4% | +13.4% |
| All | +6.6% | -0.1% | +6.7% | +13.4% |
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