+53.4%
CL vs AEM
+333.3%
-279.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | -5.2% | +13.1% | -18.3% | -6.1% |
| 3M | +3.3% | +24.8% | -21.5% | +1.6% |
| 6M | -4.4% | -8.2% | +3.9% | -4.1% |
| YTD | +13.9% | +19.8% | -5.9% | +11.9% |
| 1Y | +7.6% | +32.1% | -24.4% | +4.7% |
| 3Y | +29.6% | +348.2% | -318.6% | +13.5% |
| 5Y | +28.1% | +297.5% | -269.4% | +12.0% |
| 10Y | +53.4% | +343.3% | -289.9% | +35.2% |
| All | +53.4% | +333.3% | -279.9% | +35.2% |
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