+346.4%
AEM vs CSGP
-59.5%
+406.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.6% | +4.8% |
| 7D | +17.8% | -1.8% | +19.7% | +17.9% |
| 30D | +6.2% | +5.3% | +0.9% | +6.0% |
| 3M | +12.5% | +3.3% | +9.2% | +12.3% |
| 6M | +4.4% | -4.7% | +9.1% | +4.5% |
| YTD | +19.2% | -53.5% | +72.8% | +25.4% |
| 1Y | +25.5% | -53.7% | +79.2% | +32.0% |
| 3Y | +346.4% | -59.7% | +406.2% | +363.5% |
| All | +346.4% | -59.5% | +406.0% | +363.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling