+299.9%
AEM vs CCI
-50.8%
+350.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -5.0% | -4.4% | -0.7% | -3.9% |
| 30D | +8.5% | +0.3% | +8.1% | +8.4% |
| 3M | +29.3% | -20.0% | +49.2% | +37.3% |
| 6M | -12.9% | -14.5% | +1.6% | -9.6% |
| YTD | +16.8% | -14.9% | +31.6% | +20.7% |
| 1Y | +29.8% | -17.7% | +47.5% | +35.6% |
| 3Y | +336.7% | -12.4% | +349.1% | +342.7% |
| 5Y | +299.9% | -50.1% | +350.1% | +391.6% |
| All | +299.9% | -50.8% | +350.7% | +391.6% |
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