+250.7%
AEM vs CVE
+156.5%
+94.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.3% |
| 7D | -5.6% | +4.6% | -10.3% | -6.2% |
| 30D | -3.9% | -12.0% | +8.1% | -2.4% |
| 3M | -3.4% | -3.8% | +0.3% | -3.5% |
| 6M | -9.0% | -2.7% | -6.3% | -9.6% |
| YTD | +5.9% | +73.6% | -67.7% | -6.6% |
| 1Y | +4.0% | +62.0% | -58.0% | -7.1% |
| 3Y | +298.8% | +72.7% | +226.1% | +244.6% |
| 5Y | +250.7% | +153.9% | +96.8% | +180.8% |
| All | +250.7% | +156.5% | +94.2% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling