+4,492.0%
COP vs AEM
+3,538.8%
+953.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +17.5% | +24.0% | -6.5% | +14.6% |
| 3M | +13.4% | +16.1% | -2.7% | +11.0% |
| 6M | +17.7% | -11.6% | +29.4% | +18.2% |
| YTD | +46.6% | +21.5% | +25.0% | +41.5% |
| 1Y | +44.6% | +39.2% | +5.4% | +37.0% |
| 3Y | +20.7% | +347.4% | -326.7% | -1.3% |
| 5Y | +185.0% | +290.1% | -105.1% | +134.6% |
| 10Y | +347.0% | +357.8% | -10.8% | +248.9% |
| All | +4,492.0% | +3,538.8% | +953.1% | +2,783.9% |
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