+55.6%
AME vs CNI
+18.7%
+37.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -8.6% | -3.5% | -5.1% | -7.3% |
| 3M | +5.8% | +2.2% | +3.6% | +4.6% |
| 6M | +3.8% | +15.1% | -11.3% | -2.6% |
| YTD | +14.4% | +24.7% | -10.2% | +3.8% |
| 1Y | +25.8% | +33.4% | -7.6% | +10.7% |
| All | +55.6% | +18.7% | +37.0% | +42.6% |
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 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