+84.9%
CL vs AEM
+356.4%
-271.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.5% |
| 7D | +2.6% | +13.9% | -11.3% | +1.8% |
| 30D | +11.8% | +0.8% | +11.0% | +11.6% |
| 3M | +5.9% | +5.8% | +0.1% | +5.3% |
| 6M | +13.3% | -1.0% | +14.3% | +13.0% |
| YTD | +27.1% | +13.1% | +14.0% | +25.3% |
| 1Y | +28.0% | +14.4% | +13.6% | +25.9% |
| 3Y | +39.4% | +325.7% | -286.3% | +23.3% |
| 5Y | +40.8% | +273.7% | -233.0% | +24.4% |
| 10Y | +84.9% | +390.1% | -305.2% | +60.3% |
| All | +84.9% | +356.4% | -271.5% | +60.3% |
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