+337.5%
COP vs AEM
+369.2%
-31.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +1.0% | -5.0% | +6.0% | +1.5% |
| 30D | +9.6% | +8.5% | +1.1% | +8.4% |
| 3M | +15.0% | +29.3% | -14.2% | +11.3% |
| 6M | +21.8% | -12.9% | +34.7% | +23.0% |
| YTD | +49.6% | +16.8% | +32.9% | +44.3% |
| 1Y | +49.9% | +29.8% | +20.0% | +41.7% |
| 3Y | +22.6% | +336.7% | -314.1% | -6.1% |
| 5Y | +193.6% | +299.9% | -106.3% | +125.2% |
| All | +337.5% | +369.2% | -31.7% | +221.0% |
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