+376.1%
AEM vs CP
+224.3%
+151.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +12.5% | -0.5% | +13.0% | +12.7% |
| 3M | +26.9% | +0.1% | +26.9% | +26.8% |
| 6M | -9.4% | +7.8% | -17.3% | -11.3% |
| YTD | +20.3% | +22.9% | -2.6% | +14.1% |
| 1Y | +33.8% | +21.3% | +12.5% | +27.3% |
| 3Y | +349.8% | +20.4% | +329.5% | +324.6% |
| 5Y | +301.0% | +34.9% | +266.1% | +267.8% |
| 10Y | +376.1% | +233.3% | +142.7% | +245.5% |
| All | +376.1% | +224.3% | +151.7% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling