+11,671.2%
COST vs AEM
+3,487.5%
+8,183.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -3.2% | +4.3% | -7.5% | -3.2% |
| 30D | -4.0% | +13.1% | -17.1% | -4.2% |
| 3M | -6.5% | +24.8% | -31.3% | -6.8% |
| 6M | -8.5% | -8.2% | -0.3% | -8.5% |
| YTD | +6.0% | +19.8% | -13.8% | +5.6% |
| 1Y | -5.8% | +32.1% | -37.9% | -6.4% |
| 3Y | +71.8% | +348.2% | -276.4% | +67.2% |
| 5Y | +106.2% | +297.5% | -191.2% | +100.7% |
| 10Y | +602.0% | +343.3% | +258.7% | +581.4% |
| All | +11,671.2% | +3,487.5% | +8,183.7% | +11,715.5% |
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