+3,594.0%
AEM vs CPB
+325.7%
+3,268.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -0.5% | -8.6% | +8.1% | -0.3% |
| 30D | +24.0% | -7.2% | +31.3% | +24.2% |
| 3M | +16.1% | +0.9% | +15.2% | +15.9% |
| 6M | -11.6% | -11.8% | +0.2% | -11.4% |
| YTD | +21.5% | -19.4% | +41.0% | +22.2% |
| 1Y | +39.2% | -30.4% | +69.6% | +40.5% |
| 3Y | +347.4% | -40.2% | +387.6% | +353.1% |
| 5Y | +290.1% | -39.5% | +329.7% | +294.9% |
| 10Y | +357.8% | -47.4% | +405.2% | +364.5% |
| All | +3,594.0% | +325.7% | +3,268.3% | +5,296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling