+3,255.3%
AEM vs CPB
+349.9%
+2,905.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.5% |
| 30D | -1.2% | +16.9% | -18.1% | -1.6% |
| 3M | +2.5% | -0.6% | +3.1% | +2.5% |
| 6M | -5.1% | +11.4% | -16.5% | -5.5% |
| YTD | +10.4% | -14.8% | +25.2% | +10.8% |
| 1Y | +11.8% | -24.8% | +36.5% | +12.6% |
| 3Y | +315.6% | -36.6% | +352.3% | +320.2% |
| 5Y | +266.3% | -33.3% | +299.6% | +269.7% |
| 10Y | +427.4% | -40.4% | +467.7% | +434.6% |
| All | +3,255.3% | +349.9% | +2,905.4% | +4,793.9% |
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 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