+330.6%
AEM vs CMI
+147.2%
+183.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.7% |
| 7D | -5.0% | +0.8% | -5.9% | -5.3% |
| 30D | +8.5% | -12.8% | +21.2% | +12.9% |
| 3M | +29.3% | -12.4% | +41.7% | +34.2% |
| 6M | -12.9% | -0.9% | -12.1% | -12.3% |
| YTD | +16.8% | +8.9% | +7.9% | +16.2% |
| 1Y | +29.8% | +37.7% | -7.9% | +25.2% |
| All | +330.6% | +147.2% | +183.5% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling