+343.5%
AEM vs CCI
-10.8%
+354.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +12.5% | +2.1% | +10.4% | +12.0% |
| 3M | +26.9% | -17.8% | +44.8% | +32.9% |
| 6M | -9.4% | -14.2% | +4.7% | -6.4% |
| YTD | +20.3% | -13.3% | +33.6% | +23.2% |
| 1Y | +33.8% | -16.6% | +50.4% | +38.6% |
| All | +343.5% | -10.8% | +354.4% | +374.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling