+1,907.2%
CVS vs AEM
+3,538.8%
-1,631.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | -2.4% | +24.0% | -26.4% | -2.5% |
| 3M | +2.7% | +16.1% | -13.4% | +2.6% |
| 6M | +21.9% | -11.6% | +33.5% | +21.9% |
| YTD | +24.7% | +21.5% | +3.2% | +24.6% |
| 1Y | +35.4% | +39.2% | -3.7% | +35.2% |
| 3Y | +65.2% | +347.4% | -282.2% | +63.9% |
| 5Y | +30.5% | +290.1% | -259.6% | +29.6% |
| 10Y | +40.4% | +357.8% | -317.4% | +39.2% |
| All | +1,907.2% | +3,538.8% | -1,631.7% | +2,109.4% |
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