+3,639.8%
AEM vs CRL
+1,633.2%
+2,006.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -6.8% | +0.1% | -7.0% | -6.8% |
| 30D | +0.8% | +11.9% | -11.1% | -0.8% |
| 3M | -0.8% | +20.2% | -21.0% | -3.3% |
| 6M | -8.5% | +107.5% | -116.0% | -16.4% |
| YTD | +5.9% | +69.4% | -63.5% | -1.4% |
| 1Y | +6.6% | +99.7% | -93.1% | -2.6% |
| 3Y | +302.2% | +98.8% | +203.4% | +257.9% |
| 5Y | +250.8% | -12.4% | +263.2% | +240.6% |
| 10Y | +406.1% | +352.9% | +53.2% | +288.9% |
| All | +3,639.8% | +1,633.2% | +2,006.6% | +2,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling