+3,994.3%
CMG vs AEM
+1,110.4%
+2,883.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -6.5% | +3.0% | -9.5% | -6.7% |
| 30D | +12.1% | +12.5% | -0.4% | +11.1% |
| 3M | +20.6% | +26.9% | -6.4% | +18.3% |
| 6M | +2.1% | -9.4% | +11.5% | +2.4% |
| YTD | -2.6% | +20.3% | -22.9% | -4.5% |
| 1Y | -8.7% | +33.8% | -42.5% | -11.3% |
| 3Y | -7.4% | +349.8% | -357.2% | -18.1% |
| 5Y | -5.7% | +301.0% | -306.7% | -16.6% |
| 10Y | +322.3% | +376.1% | -53.7% | +263.3% |
| All | +3,994.3% | +1,110.4% | +2,883.9% | +2,247.1% |
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