+355.1%
AEM vs CMI
+516.5%
-161.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +8.4% | -12.4% | +20.8% | +11.1% |
| 3M | +27.3% | -14.8% | +42.1% | +31.0% |
| 6M | -9.7% | +0.8% | -10.5% | -9.5% |
| YTD | +19.0% | +10.2% | +8.8% | +17.8% |
| 1Y | +31.5% | +37.4% | -6.0% | +26.4% |
| 3Y | +338.7% | +153.3% | +185.4% | +284.0% |
| 5Y | +307.4% | +167.6% | +139.8% | +251.9% |
| All | +355.1% | +516.5% | -161.4% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling