+150.3%
CI vs AEM
+356.4%
-206.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.1% | +7.7% | +2.7% |
| 7D | +2.6% | +13.9% | -11.3% | +2.1% |
| 30D | +7.3% | +0.8% | +6.6% | +7.2% |
| 3M | +9.5% | +5.8% | +3.7% | +9.1% |
| 6M | +6.4% | -1.0% | +7.4% | +6.2% |
| YTD | +12.0% | +13.1% | -1.1% | +11.2% |
| 1Y | +20.1% | +14.4% | +5.7% | +19.1% |
| 3Y | +9.6% | +325.7% | -316.1% | +1.8% |
| 5Y | +52.7% | +273.7% | -221.0% | +41.8% |
| 10Y | +150.3% | +390.1% | -239.8% | +127.2% |
| All | +150.3% | +356.4% | -206.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling