+3,594.0%
AEM vs CP
+7,669.4%
-4,075.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.1% |
| 30D | +24.0% | +0.2% | +23.9% | +24.0% |
| 3M | +16.1% | +2.6% | +13.5% | +15.3% |
| 6M | -11.6% | +6.0% | -17.6% | -12.8% |
| YTD | +21.5% | +24.9% | -3.4% | +15.5% |
| 1Y | +39.2% | +20.1% | +19.1% | +33.4% |
| 3Y | +347.4% | +16.4% | +331.0% | +328.5% |
| 5Y | +290.1% | +31.7% | +258.4% | +261.6% |
| 10Y | +357.8% | +223.9% | +133.9% | +240.0% |
| All | +3,594.0% | +7,669.4% | -4,075.4% | +1,873.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling