-43.4%
CCL vs AEM
+369.2%
-412.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -4.3% | -5.0% | +0.7% | -4.0% |
| 30D | -19.0% | +8.5% | -27.4% | -19.4% |
| 3M | -13.1% | +29.3% | -42.4% | -14.6% |
| 6M | -13.3% | -12.9% | -0.4% | -13.2% |
| YTD | -25.2% | +16.8% | -42.0% | -25.9% |
| 1Y | -27.2% | +29.8% | -57.0% | -28.1% |
| 3Y | +49.2% | +336.7% | -287.5% | +41.9% |
| 5Y | +0.4% | +299.9% | -299.6% | -5.2% |
| All | -43.4% | +369.2% | -412.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling