+40.7%
CL vs AEM
+301.1%
-260.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | -6.8% | +10.1% | +3.4% |
| 30D | +8.0% | +0.8% | +7.2% | +7.9% |
| 3M | +7.9% | -0.8% | +8.7% | +7.7% |
| 6M | +14.7% | -8.5% | +23.2% | +15.2% |
| YTD | +29.2% | +5.9% | +23.2% | +28.6% |
| 1Y | +29.5% | +6.6% | +22.9% | +28.9% |
| 3Y | +40.7% | +302.2% | -261.5% | +21.9% |
| All | +40.7% | +301.1% | -260.4% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling