+4,766.3%
COP vs AEM
+3,071.7%
+1,694.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | -6.8% | +11.3% | +5.1% |
| 30D | 0.0% | +0.8% | -0.9% | -0.4% |
| 3M | +15.0% | -0.8% | +15.9% | +14.5% |
| 6M | +22.0% | -8.5% | +30.5% | +22.0% |
| YTD | +55.3% | +5.9% | +49.4% | +51.6% |
| 1Y | +64.1% | +6.6% | +57.5% | +59.9% |
| 3Y | +34.1% | +302.2% | -268.1% | +10.5% |
| 5Y | +133.4% | +250.8% | -117.4% | +93.7% |
| 10Y | +338.6% | +406.1% | -67.5% | +237.9% |
| All | +4,766.3% | +3,071.7% | +1,694.5% | +2,989.8% |
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