+7,857.7%
CI vs AME
+18,777.7%
-10,920.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.7% |
| 7D | +0.1% | -1.5% | +1.7% | +0.4% |
| 30D | +4.7% | -4.2% | +8.8% | +5.7% |
| 3M | +5.2% | -5.9% | +11.2% | +6.7% |
| 6M | +3.8% | +2.8% | +1.0% | +1.6% |
| YTD | +9.2% | +16.6% | -7.3% | +2.1% |
| 1Y | +14.3% | +22.1% | -7.9% | +5.0% |
| 3Y | +8.4% | +64.7% | -56.2% | -12.8% |
| 5Y | +50.0% | +76.6% | -26.5% | +16.6% |
| 10Y | +142.2% | +443.9% | -301.7% | +29.5% |
| All | +7,857.7% | +18,777.7% | -10,920.0% | +1,804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling