+89.6%
CL vs AEM
+412.5%
-322.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | -6.8% | +10.1% | +3.6% |
| 30D | +8.0% | +0.8% | +7.2% | +7.8% |
| 3M | +7.9% | -0.8% | +8.7% | +7.6% |
| 6M | +14.7% | -8.5% | +23.2% | +14.9% |
| YTD | +29.2% | +5.9% | +23.2% | +27.7% |
| 1Y | +29.5% | +6.6% | +22.9% | +28.0% |
| 3Y | +40.7% | +302.2% | -261.5% | +24.6% |
| 5Y | +43.9% | +250.8% | -206.9% | +27.4% |
| All | +89.6% | +412.5% | -322.9% | +64.3% |
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