+376.1%
AEM vs CPB
-44.2%
+420.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.0% | -8.0% | +11.0% | +3.9% |
| 30D | +12.5% | -2.4% | +14.9% | +12.7% |
| 3M | +26.9% | +0.5% | +26.4% | +26.4% |
| 6M | -9.4% | -10.5% | +1.0% | -8.5% |
| YTD | +20.3% | -17.5% | +37.8% | +22.7% |
| 1Y | +33.8% | -31.0% | +64.8% | +39.7% |
| 3Y | +349.8% | -40.6% | +390.4% | +375.2% |
| 5Y | +301.0% | -37.7% | +338.7% | +316.8% |
| 10Y | +376.1% | -43.4% | +419.5% | +420.9% |
| All | +376.1% | -44.2% | +420.3% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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