+337.0%
AEM vs CVE
+161.7%
+175.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.7% |
| 30D | +24.0% | +16.7% | +7.3% | +22.4% |
| 3M | +16.1% | +9.3% | +6.8% | +15.0% |
| 6M | -11.6% | +43.6% | -55.2% | -14.8% |
| YTD | +21.5% | +93.6% | -72.0% | +14.0% |
| 1Y | +39.2% | +98.8% | -59.6% | +30.1% |
| 3Y | +347.4% | +73.6% | +273.8% | +319.3% |
| 5Y | +290.1% | +312.5% | -22.3% | +245.9% |
| All | +337.0% | +161.7% | +175.2% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling