+301.0%
AEM vs COR
+180.2%
+120.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.0% | -3.9% | +6.9% | +3.6% |
| 30D | +12.5% | -0.3% | +12.8% | +12.5% |
| 3M | +26.9% | +15.9% | +11.1% | +23.6% |
| 6M | -9.4% | -10.3% | +0.8% | -7.1% |
| YTD | +20.3% | -3.7% | +24.0% | +21.1% |
| 1Y | +33.8% | +9.1% | +24.7% | +29.8% |
| 3Y | +349.8% | +86.6% | +263.2% | +267.7% |
| 5Y | +301.0% | +180.9% | +120.1% | +202.9% |
| All | +301.0% | +180.2% | +120.8% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling