+297.5%
AEM vs CRL
-37.4%
+334.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +13.1% | +5.0% | +8.2% | +12.7% |
| 3M | +24.8% | +50.6% | -25.8% | +20.3% |
| 6M | -8.2% | +60.9% | -69.2% | -12.3% |
| YTD | +19.8% | +40.7% | -20.9% | +15.6% |
| 1Y | +32.1% | +73.3% | -41.2% | +25.1% |
| 3Y | +348.2% | +40.6% | +307.6% | +330.6% |
| 5Y | +297.5% | -37.0% | +334.4% | +281.4% |
| All | +297.5% | -37.4% | +334.9% | +281.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling