+348.2%
AEM vs COR
+87.4%
+260.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | +4.3% | -1.9% | +6.2% | +4.4% |
| 30D | +13.1% | +1.5% | +11.6% | +13.0% |
| 3M | +24.8% | +18.7% | +6.1% | +23.2% |
| 6M | -8.2% | -9.0% | +0.8% | -6.0% |
| YTD | +19.8% | -3.3% | +23.1% | +21.6% |
| 1Y | +32.1% | +9.8% | +22.2% | +30.2% |
| 3Y | +348.2% | +87.4% | +260.8% | +268.3% |
| All | +348.2% | +87.4% | +260.7% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling