+47.7%
CI vs AME
+66.2%
-18.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.2% | -2.9% |
| 7D | -1.6% | -5.2% | +3.6% | -1.0% |
| 30D | +5.4% | -8.0% | +13.4% | +6.4% |
| 3M | +7.3% | -8.9% | +16.2% | +8.3% |
| 6M | +5.3% | -5.0% | +10.3% | +5.5% |
| YTD | +8.5% | +11.9% | -3.4% | +5.4% |
| 1Y | +17.1% | +16.6% | +0.5% | +13.0% |
| 3Y | +1.4% | +62.5% | -61.1% | -14.4% |
| All | +47.7% | +66.2% | -18.6% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling