+3.9%
CI vs AEM
+349.6%
-345.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -2.0% | +4.3% | -6.3% | -2.0% |
| 30D | -1.8% | +13.1% | -14.9% | -1.8% |
| 3M | -4.2% | +24.8% | -29.0% | -4.2% |
| 6M | +2.7% | -8.2% | +10.9% | +2.7% |
| YTD | +1.9% | +19.8% | -17.9% | +2.5% |
| 1Y | -6.3% | +32.1% | -38.3% | -5.7% |
| 3Y | +3.9% | +348.2% | -344.3% | +2.9% |
| All | +3.9% | +349.6% | -345.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling