+301.0%
AEM vs CSGP
-63.4%
+364.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.6% |
| 7D | +15.8% | +1.3% | +14.6% | +15.8% |
| 30D | +6.2% | +10.7% | -4.5% | +5.1% |
| 3M | +14.3% | +3.3% | +11.1% | +13.7% |
| 6M | +1.4% | -10.3% | +11.7% | +1.7% |
| YTD | +13.7% | -54.6% | +68.3% | +22.1% |
| 1Y | +21.3% | -54.6% | +76.0% | +30.2% |
| 3Y | +309.9% | -60.3% | +370.2% | +341.4% |
| All | +301.0% | -63.4% | +364.4% | +344.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling