+216.7%
CTVA vs AEM
+473.0%
-256.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -4.5% | -2.1% | -2.4% | -4.3% |
| 30D | +11.3% | +8.4% | +2.9% | +10.2% |
| 3M | +12.3% | +27.3% | -15.0% | +9.2% |
| 6M | +7.2% | -9.7% | +16.8% | +7.7% |
| YTD | +26.0% | +19.0% | +7.1% | +22.9% |
| 1Y | +16.0% | +31.5% | -15.5% | +11.6% |
| 3Y | +73.9% | +338.7% | -264.8% | +47.2% |
| 5Y | +103.8% | +307.4% | -203.6% | +72.2% |
| All | +216.7% | +473.0% | -256.3% | +209.9% |
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 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