+4,907.8%
AEM vs CSGP
+3,334.4%
+1,573.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.1% |
| 7D | -0.5% | -4.1% | +3.5% | -0.4% |
| 30D | +24.0% | +2.3% | +21.7% | +23.9% |
| 3M | +16.1% | -8.2% | +24.3% | +16.3% |
| 6M | -11.6% | -35.1% | +23.4% | -10.3% |
| YTD | +21.5% | -54.0% | +75.6% | +24.9% |
| 1Y | +39.2% | -65.3% | +104.5% | +44.6% |
| 3Y | +347.4% | -62.6% | +410.0% | +362.1% |
| 5Y | +290.1% | -64.8% | +355.0% | +302.6% |
| 10Y | +357.8% | +45.1% | +312.7% | +352.0% |
| All | +4,907.8% | +3,334.4% | +1,573.4% | +4,638.6% |
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