+6.6%
AEM vs CSGP
-54.8%
+61.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | +0.1% |
| 7D | -6.8% | +1.3% | -8.2% | -6.8% |
| 30D | +0.8% | +2.8% | -2.0% | +1.1% |
| 3M | -0.8% | -6.3% | +5.5% | -1.5% |
| 6M | -8.5% | -3.2% | -5.4% | -8.5% |
| YTD | +5.9% | -54.0% | +59.9% | +5.0% |
| 1Y | +6.6% | -54.8% | +61.4% | +5.4% |
| All | +6.6% | -54.8% | +61.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling