+11.8%
AEM vs CSGP
-55.2%
+66.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.4% |
| 7D | +1.4% | -7.1% | +8.5% | +1.1% |
| 30D | -1.2% | +3.6% | -4.8% | -0.9% |
| 3M | +2.5% | -2.7% | +5.3% | +2.5% |
| 6M | -5.1% | -8.1% | +3.0% | -5.2% |
| YTD | +10.4% | -55.0% | +65.4% | +10.0% |
| 1Y | +11.8% | -55.8% | +67.5% | +11.3% |
| All | +11.8% | -55.2% | +66.9% | +11.3% |
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