+346.4%
AEM vs CP
+30.2%
+316.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.1% |
| 7D | +17.8% | +2.8% | +15.1% | +16.8% |
| 30D | +6.2% | +11.3% | -5.1% | +2.5% |
| 3M | +12.5% | +2.9% | +9.7% | +11.5% |
| 6M | +4.4% | +9.8% | -5.3% | +1.1% |
| YTD | +19.2% | +28.5% | -9.3% | +10.9% |
| 1Y | +25.5% | +33.5% | -8.0% | +15.5% |
| 3Y | +346.4% | +31.9% | +314.5% | +295.5% |
| All | +346.4% | +30.2% | +316.2% | +295.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling