+301.3%
AEM vs CVE
+62.8%
+238.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.4% |
| 7D | +7.5% | -14.1% | +21.5% | +9.5% |
| 30D | +1.6% | -11.6% | +13.2% | +3.1% |
| 3M | +14.5% | 0.0% | +14.5% | +13.9% |
| 6M | +6.6% | -8.4% | +15.0% | +6.9% |
| YTD | +12.2% | +65.9% | -53.7% | +2.5% |
| 1Y | +19.4% | +69.4% | -50.0% | +8.7% |
| 3Y | +302.1% | +55.9% | +246.2% | +264.9% |
| 5Y | +295.7% | +146.2% | +149.5% | +230.2% |
| 10Y | +338.2% | +140.6% | +197.6% | +239.9% |
| All | +301.3% | +62.8% | +238.5% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling