+91.1%
AME vs CNI
+12.6%
+78.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -6.4% | -2.7% | -3.7% | -5.3% |
| 3M | +7.1% | +3.9% | +3.2% | +4.8% |
| 6M | +8.2% | +16.4% | -8.2% | 0.0% |
| YTD | +18.2% | +25.8% | -7.6% | +5.0% |
| 1Y | +26.7% | +32.4% | -5.6% | +9.6% |
| 3Y | +60.7% | +19.1% | +41.6% | +43.9% |
| All | +91.1% | +12.6% | +78.5% | +72.0% |
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