+1,298.9%
COHR vs AEM
+378.0%
+920.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | +8.3% | -2.1% | +10.5% | +8.9% |
| 30D | -14.1% | +8.4% | -22.6% | -16.0% |
| 3M | -16.0% | +27.3% | -43.3% | -20.6% |
| 6M | +21.5% | -9.7% | +31.1% | +22.9% |
| YTD | +65.4% | +19.0% | +46.5% | +59.5% |
| 1Y | +195.0% | +31.5% | +163.5% | +179.5% |
| 3Y | +830.2% | +338.7% | +491.5% | +621.3% |
| 5Y | +397.1% | +307.4% | +89.7% | +282.0% |
| All | +1,298.9% | +378.0% | +920.9% | +944.1% |
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 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