+330.6%
AEM vs CNI
+18.7%
+312.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -5.0% | -1.1% | -3.9% | -4.7% |
| 30D | +8.5% | -3.5% | +12.0% | +9.7% |
| 3M | +29.3% | +2.2% | +27.1% | +28.1% |
| 6M | -12.9% | +15.1% | -28.0% | -17.1% |
| YTD | +16.8% | +24.7% | -7.9% | +9.0% |
| 1Y | +29.8% | +33.4% | -3.5% | +18.9% |
| All | +330.6% | +18.7% | +312.0% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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