+319.1%
AEM vs COR
+81.1%
+238.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | +1.4% | -1.2% | +2.5% | +1.4% |
| 30D | -1.2% | +7.6% | -8.8% | -1.5% |
| 3M | +2.5% | +5.0% | -2.5% | +2.2% |
| 6M | -5.1% | +35.3% | -40.4% | -6.8% |
| YTD | +10.4% | +4.2% | +6.2% | +11.7% |
| 1Y | +11.8% | -3.4% | +15.2% | +14.5% |
| All | +319.1% | +81.1% | +238.0% | +307.6% |
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