+348.2%
AEM vs CRL
+37.9%
+310.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +13.1% | +5.0% | +8.2% | +12.8% |
| 3M | +24.8% | +50.6% | -25.8% | +21.7% |
| 6M | -8.2% | +60.9% | -69.2% | -11.1% |
| YTD | +19.8% | +40.7% | -20.9% | +16.6% |
| 1Y | +32.1% | +73.3% | -41.2% | +27.6% |
| 3Y | +348.2% | +40.6% | +307.6% | +344.7% |
| All | +348.2% | +37.9% | +310.3% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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