+33.8%
AME vs CAI
-11.0%
+44.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +1.3% | -3.1% | +4.4% | +1.5% |
| 30D | -6.6% | +2.7% | -9.3% | -6.8% |
| 3M | +3.0% | +41.7% | -38.7% | -0.2% |
| 6M | +5.3% | +26.5% | -21.2% | +2.5% |
| YTD | +15.4% | -10.9% | +26.4% | +14.9% |
| 1Y | +26.8% | -29.2% | +56.0% | +27.4% |
| All | +33.8% | -11.0% | +44.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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