+348.2%
AEM vs CPB
-40.5%
+388.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | +4.3% | -8.2% | +12.6% | +4.4% |
| 30D | +13.1% | -5.6% | +18.7% | +13.1% |
| 3M | +24.8% | +3.0% | +21.8% | +24.5% |
| 6M | -8.2% | -12.7% | +4.5% | -7.7% |
| YTD | +19.8% | -18.0% | +37.8% | +20.8% |
| 1Y | +32.1% | -31.7% | +63.8% | +34.4% |
| 3Y | +348.2% | -41.0% | +389.1% | +350.4% |
| All | +348.2% | -40.5% | +388.7% | +350.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling