+41.0%
CVS vs AEM
+369.2%
-328.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -2.0% | -5.0% | +3.1% | -1.9% |
| 30D | +1.9% | +8.5% | -6.5% | +1.8% |
| 3M | -2.2% | +29.3% | -31.5% | -2.4% |
| 6M | +26.7% | -12.9% | +39.7% | +27.0% |
| YTD | +22.9% | +16.8% | +6.1% | +22.8% |
| 1Y | +32.9% | +29.8% | +3.1% | +32.7% |
| 3Y | +62.3% | +336.7% | -274.4% | +61.1% |
| 5Y | +34.2% | +299.9% | -265.7% | +33.2% |
| All | +41.0% | +369.2% | -328.2% | +44.3% |
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