-1.1%
CDNS vs AEM
+17.3%
-18.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | 0.0% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | -6.8% | +0.1% | -6.8% | -6.9% |
| 3M | -3.3% | +22.1% | -25.3% | -6.9% |
| 6M | -5.7% | +2.4% | -8.2% | -6.6% |
| YTD | +5.4% | +8.9% | -3.5% | +3.8% |
| 1Y | -1.1% | +18.7% | -19.8% | -3.6% |
| All | -1.1% | +17.3% | -18.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling