+2,237.6%
AEM vs COR
+17,545.2%
-15,307.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.5% | +2.8% | -3.3% | -0.6% |
| 30D | +24.0% | +4.5% | +19.5% | +23.8% |
| 3M | +16.1% | +22.7% | -6.6% | +15.1% |
| 6M | -11.6% | -9.7% | -1.9% | -11.3% |
| YTD | +21.5% | -1.4% | +23.0% | +21.4% |
| 1Y | +39.2% | +13.9% | +25.3% | +38.1% |
| 3Y | +347.4% | +94.0% | +253.5% | +334.4% |
| 5Y | +290.1% | +184.0% | +106.1% | +273.7% |
| 10Y | +357.8% | +406.8% | -49.0% | +329.0% |
| All | +2,237.6% | +17,545.2% | -15,307.7% | +1,962.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling