+1,829.4%
AEM vs CNI
+6,516.9%
-4,687.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | +8.4% | -2.7% | +11.1% | +9.3% |
| 3M | +27.3% | +3.9% | +23.4% | +25.8% |
| 6M | -9.7% | +16.4% | -26.0% | -13.4% |
| YTD | +19.0% | +25.8% | -6.9% | +11.6% |
| 1Y | +31.5% | +32.4% | -0.9% | +21.5% |
| 3Y | +338.7% | +19.1% | +319.6% | +313.9% |
| 5Y | +307.4% | +13.6% | +293.9% | +286.9% |
| 10Y | +370.9% | +136.8% | +234.1% | +254.6% |
| All | +1,829.4% | +6,516.9% | -4,687.5% | +817.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling