+105.2%
CTVA vs AEM
+294.2%
-188.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -4.7% | -5.0% | +0.4% | -4.0% |
| 30D | +11.1% | +8.5% | +2.6% | +9.5% |
| 3M | +13.7% | +29.3% | -15.6% | +9.0% |
| 6M | +11.2% | -12.9% | +24.1% | +12.7% |
| YTD | +26.9% | +16.8% | +10.1% | +22.4% |
| 1Y | +18.8% | +29.8% | -11.0% | +12.0% |
| 3Y | +75.9% | +336.7% | -260.8% | +32.3% |
| 5Y | +105.2% | +299.9% | -194.7% | +56.6% |
| All | +105.2% | +294.2% | -188.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling