+3,255.3%
AEM vs CP
+7,870.8%
-4,615.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | +1.4% | -0.7% | +2.0% | +1.5% |
| 30D | -1.2% | +9.6% | -10.8% | -3.2% |
| 3M | +2.5% | +2.2% | +0.3% | +2.1% |
| 6M | -5.1% | +11.1% | -16.2% | -7.3% |
| YTD | +10.4% | +28.2% | -17.8% | +4.4% |
| 1Y | +11.8% | +32.2% | -20.4% | +5.0% |
| 3Y | +315.6% | +35.5% | +280.1% | +285.2% |
| 5Y | +266.3% | +26.8% | +239.5% | +242.4% |
| 10Y | +427.4% | +256.9% | +170.4% | +283.4% |
| All | +3,255.3% | +7,870.8% | -4,615.5% | +1,683.0% |
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