+7,631.4%
AEM vs CCI
+905.5%
+6,725.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 6M | -11.6% | -14.8% | +3.2% | -10.7% |
| YTD | +21.5% | -12.6% | +34.1% | +22.4% |
| 1Y | +39.2% | -16.7% | +55.9% | +40.7% |
| 3Y | +347.4% | -10.5% | +357.9% | +349.2% |
| 5Y | +290.1% | -51.4% | +341.6% | +307.1% |
| 10Y | +357.8% | +20.0% | +337.8% | +352.3% |
| All | +7,631.4% | +905.5% | +6,725.9% | +7,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling