+249.0%
AEM vs CCI
-35.6%
+284.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.3% |
| 7D | -6.8% | +2.5% | -9.4% | -7.5% |
| 30D | +0.8% | +14.4% | -13.6% | -3.0% |
| 3M | -0.8% | +21.7% | -22.5% | -6.4% |
| 6M | -8.5% | +4.0% | -12.5% | -10.2% |
| YTD | +5.9% | +6.2% | -0.3% | +2.7% |
| 1Y | +6.6% | +5.4% | +1.2% | +3.6% |
| 3Y | +302.2% | +11.7% | +290.5% | +279.6% |
| All | +249.0% | -35.6% | +284.5% | +290.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling