+31.5%
AEM vs CMI
+39.5%
-8.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +8.4% | -12.4% | +20.8% | +15.7% |
| 3M | +27.3% | -14.8% | +42.1% | +36.8% |
| 6M | -9.7% | +0.8% | -10.5% | -11.5% |
| YTD | +19.0% | +10.2% | +8.8% | +13.1% |
| 1Y | +31.5% | +37.4% | -6.0% | +17.0% |
| All | +31.5% | +39.5% | -8.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling