+140.4%
CI vs AME
+421.6%
-281.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.0% | +2.8% | -4.8% | -3.3% |
| 30D | -1.8% | -6.3% | +4.5% | +1.1% |
| 3M | -4.2% | +5.4% | -9.6% | -7.3% |
| 6M | +2.7% | +7.4% | -4.7% | -2.1% |
| YTD | +1.9% | +16.2% | -14.2% | -6.7% |
| 1Y | -6.3% | +26.8% | -33.1% | -19.0% |
| 3Y | +3.9% | +57.5% | -53.6% | -24.0% |
| 5Y | +41.9% | +84.8% | -43.0% | -8.6% |
| 10Y | +140.4% | +424.3% | -283.9% | -9.6% |
| All | +140.4% | +421.6% | -281.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling