+5,315.6%
CL vs AEM
+3,304.9%
+2,010.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +1.3% | +15.8% | -14.5% | +1.0% |
| 30D | +11.4% | +6.2% | +5.2% | +11.2% |
| 3M | +4.4% | +14.3% | -9.9% | +4.1% |
| 6M | +10.8% | +1.4% | +9.4% | +10.6% |
| YTD | +25.1% | +13.7% | +11.4% | +24.6% |
| 1Y | +28.0% | +21.3% | +6.6% | +27.2% |
| 3Y | +37.6% | +309.9% | -272.3% | +33.3% |
| 5Y | +39.7% | +301.0% | -261.3% | +35.1% |
| 10Y | +75.8% | +344.0% | -268.2% | +69.1% |
| All | +5,315.6% | +3,304.9% | +2,010.7% | +5,320.7% |
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