+322.0%
CMG vs AEM
+378.0%
-56.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.1% | -2.1% | +0.1% | -1.9% |
| 30D | +10.9% | +8.4% | +2.5% | +10.0% |
| 3M | +15.8% | +27.3% | -11.4% | +13.1% |
| 6M | +6.9% | -9.7% | +16.6% | +7.3% |
| YTD | -2.2% | +19.0% | -21.1% | -4.4% |
| 1Y | -7.1% | +31.5% | -38.6% | -10.3% |
| 3Y | -7.1% | +338.7% | -345.8% | -20.9% |
| 5Y | -4.8% | +307.4% | -312.2% | -19.3% |
| All | +322.0% | +378.0% | -56.0% | +254.5% |
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