+3,523.1%
AEM vs CP
+7,892.9%
-4,369.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.4% |
| 7D | +17.8% | +2.8% | +15.1% | +17.2% |
| 30D | +6.2% | +11.3% | -5.1% | +3.7% |
| 3M | +12.5% | +2.9% | +9.7% | +11.9% |
| 6M | +4.4% | +9.8% | -5.3% | +2.2% |
| YTD | +19.2% | +28.5% | -9.3% | +12.6% |
| 1Y | +25.5% | +33.5% | -8.0% | +17.6% |
| 3Y | +346.4% | +31.9% | +314.5% | +316.1% |
| 5Y | +305.7% | +25.5% | +280.2% | +280.0% |
| 10Y | +375.9% | +257.6% | +118.3% | +245.9% |
| All | +3,523.1% | +7,892.9% | -4,369.9% | +1,824.0% |
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