+39.2%
AEM vs CCI
-18.8%
+57.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +24.0% | +2.7% | +21.3% | +23.8% |
| 3M | +16.1% | -18.2% | +34.3% | +19.6% |
| 6M | -11.6% | -14.8% | +3.2% | -9.3% |
| YTD | +21.5% | -12.6% | +34.1% | +21.9% |
| 1Y | +39.2% | -16.7% | +55.9% | +42.4% |
| All | +39.2% | -18.8% | +57.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling