+430.1%
AEM vs CPB
-40.1%
+470.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.2% |
| 7D | +1.4% | -4.1% | +5.5% | +1.8% |
| 30D | -1.2% | +16.9% | -18.1% | -2.9% |
| 3M | +2.5% | -0.6% | +3.1% | +2.5% |
| 6M | -5.1% | +11.4% | -16.5% | -6.7% |
| YTD | +10.4% | -14.8% | +25.2% | +12.1% |
| 1Y | +11.8% | -24.8% | +36.5% | +15.3% |
| 3Y | +315.6% | -36.6% | +352.3% | +334.1% |
| 5Y | +266.3% | -33.3% | +299.6% | +276.5% |
| All | +430.1% | -40.1% | +470.2% | +461.6% |
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