+309.9%
AEM vs CVE
+53.7%
+256.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +15.8% | -16.1% | +32.0% | +16.8% |
| 30D | +6.2% | -10.4% | +16.6% | +6.5% |
| 3M | +14.3% | -2.4% | +16.7% | +13.7% |
| 6M | +1.4% | -4.4% | +5.8% | +0.9% |
| YTD | +13.7% | +64.9% | -51.2% | +3.5% |
| 1Y | +21.3% | +66.0% | -44.7% | +10.2% |
| 3Y | +309.9% | +57.7% | +252.2% | +268.1% |
| All | +309.9% | +53.7% | +256.2% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling