+304.9%
AEM vs CNI
+12.6%
+292.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | +8.4% | -2.7% | +11.1% | +9.6% |
| 3M | +27.3% | +3.9% | +23.4% | +25.2% |
| 6M | -9.7% | +16.4% | -26.0% | -14.9% |
| YTD | +19.0% | +25.8% | -6.9% | +9.1% |
| 1Y | +31.5% | +32.4% | -0.9% | +18.2% |
| 3Y | +338.7% | +19.1% | +319.6% | +304.8% |
| All | +304.9% | +12.6% | +292.2% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling