-7.3%
CMG vs AEM
+331.1%
-338.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -3.8% | -5.0% | +1.2% | -3.5% |
| 30D | +12.9% | +8.5% | +4.5% | +12.2% |
| 3M | +18.8% | +29.3% | -10.5% | +16.4% |
| 6M | +4.1% | -12.9% | +17.0% | +4.3% |
| YTD | -2.4% | +16.8% | -19.1% | -4.1% |
| 1Y | -6.7% | +29.8% | -36.5% | -9.1% |
| All | -7.3% | +331.1% | -338.4% | -19.7% |
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 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