+325.7%
AEM vs CVE
+68.0%
+257.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +13.9% | -10.0% | +23.8% | +14.3% |
| 30D | +0.8% | -11.9% | +12.6% | +1.2% |
| 3M | +5.8% | -5.9% | +11.7% | +5.6% |
| 6M | -1.0% | -1.6% | +0.6% | -1.7% |
| YTD | +13.1% | +66.3% | -53.2% | +3.0% |
| 1Y | +14.4% | +57.5% | -43.1% | +5.1% |
| 3Y | +325.7% | +65.4% | +260.3% | +271.3% |
| All | +325.7% | +68.0% | +257.7% | +271.3% |
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