+4,850.5%
CL vs AEM
+3,538.8%
+1,311.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -4.8% | +24.0% | -28.9% | -5.3% |
| 3M | +4.9% | +16.1% | -11.2% | +4.5% |
| 6M | -5.7% | -11.6% | +5.9% | -5.6% |
| YTD | +14.4% | +21.5% | -7.2% | +13.8% |
| 1Y | +8.7% | +39.2% | -30.4% | +7.8% |
| 3Y | +30.0% | +347.4% | -317.5% | +25.7% |
| 5Y | +28.4% | +290.1% | -261.8% | +24.2% |
| 10Y | +50.1% | +357.8% | -307.7% | +44.3% |
| All | +4,850.5% | +3,538.8% | +1,311.6% | +4,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling