+224.3%
CTVA vs AEM
+477.2%
-253.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -2.1% | +4.3% | -6.4% | -2.5% |
| 30D | +12.0% | +13.1% | -1.1% | +10.5% |
| 3M | +13.5% | +24.8% | -11.3% | +10.6% |
| 6M | +12.1% | -8.2% | +20.4% | +12.4% |
| YTD | +29.0% | +19.8% | +9.2% | +25.7% |
| 1Y | +18.9% | +32.1% | -13.2% | +14.3% |
| 3Y | +78.9% | +348.2% | -269.3% | +51.2% |
| 5Y | +105.2% | +297.5% | -192.2% | +73.5% |
| All | +224.3% | +477.2% | -253.0% | +217.1% |
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