+337.0%
AEM vs CSGP
+44.3%
+292.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -0.5% | -4.1% | +3.5% | -0.1% |
| 30D | +24.0% | +2.3% | +21.7% | +23.7% |
| 3M | +16.1% | -8.2% | +24.3% | +16.7% |
| 6M | -11.6% | -35.1% | +23.4% | -8.1% |
| YTD | +21.5% | -54.0% | +75.6% | +30.7% |
| 1Y | +39.2% | -65.3% | +104.5% | +54.4% |
| 3Y | +347.4% | -62.6% | +410.0% | +386.8% |
| 5Y | +290.1% | -64.8% | +355.0% | +326.5% |
| All | +337.0% | +44.3% | +292.7% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling