+86.4%
CL vs AEM
+434.1%
-347.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -0.8% | +1.4% | -2.1% | -0.9% |
| 30D | +9.5% | -1.2% | +10.7% | +9.5% |
| 3M | +6.8% | +2.5% | +4.2% | +6.3% |
| 6M | +14.3% | -5.1% | +19.4% | +14.2% |
| YTD | +27.0% | +10.4% | +16.6% | +25.3% |
| 1Y | +26.3% | +11.8% | +14.5% | +24.4% |
| 3Y | +39.3% | +315.6% | -276.4% | +23.2% |
| 5Y | +41.5% | +266.3% | -224.7% | +25.1% |
| All | +86.4% | +434.1% | -347.6% | +61.2% |
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