+1,929.4%
CLS vs AEM
+380.6%
+1,548.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +9.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | -30.1% | -1.2% | -28.9% | -30.1% |
| 3M | -21.7% | +2.5% | -24.3% | -22.6% |
| 6M | -36.2% | -5.1% | -31.2% | -36.0% |
| YTD | -17.8% | +10.4% | -28.2% | -20.0% |
| 1Y | -26.8% | +11.8% | -38.6% | -28.8% |
| 3Y | +853.4% | +315.6% | +537.7% | +632.2% |
| 5Y | +2,005.0% | +266.3% | +1,738.8% | +1,517.8% |
| 10Y | +1,929.4% | +427.4% | +1,502.1% | +1,306.0% |
| All | +1,929.4% | +380.6% | +1,548.8% | +1,306.0% |
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