+4,524.5%
AEM vs CSGP
+3,461.1%
+1,063.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +7.5% | +13.9% | -6.4% | +6.9% |
| 30D | +1.6% | +16.0% | -14.4% | +0.9% |
| 3M | +14.5% | +6.1% | +8.4% | +14.1% |
| 6M | +6.6% | -8.2% | +14.8% | +6.7% |
| YTD | +12.2% | -52.3% | +64.6% | +15.1% |
| 1Y | +19.4% | -54.5% | +73.9% | +22.7% |
| 3Y | +302.1% | -58.6% | +360.7% | +313.2% |
| 5Y | +295.7% | -61.5% | +357.2% | +306.5% |
| 10Y | +338.2% | +74.7% | +263.6% | +329.7% |
| All | +4,524.5% | +3,461.1% | +1,063.4% | +4,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling