+351.8%
AEM vs ZCMD
-100.0%
+451.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.7% | +0.3% |
| 7D | +3.0% | -4.1% | +7.1% | +3.1% |
| 30D | +12.5% | -22.7% | +35.2% | +12.9% |
| 3M | +26.9% | -62.5% | +89.4% | +25.6% |
| 6M | -9.4% | -99.5% | +90.0% | -6.2% |
| YTD | +20.3% | -99.7% | +120.0% | +25.9% |
| 1Y | +33.8% | -99.9% | +133.7% | +42.2% |
| 3Y | +349.8% | -100.0% | +449.8% | +401.0% |
| 5Y | +301.0% | -100.0% | +401.0% | +348.7% |
| All | +351.8% | -100.0% | +451.8% | +464.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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