+1,500.5%
CIEN vs AEM
+378.0%
+1,122.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.2% |
| 7D | +8.9% | -2.1% | +11.0% | +9.3% |
| 30D | -19.1% | +8.4% | -27.5% | -20.5% |
| 3M | -21.5% | +27.3% | -48.8% | -25.2% |
| 6M | +2.8% | -9.7% | +12.5% | +3.5% |
| YTD | +49.5% | +19.0% | +30.5% | +45.0% |
| 1Y | +163.8% | +31.5% | +132.3% | +152.9% |
| 3Y | +615.8% | +338.7% | +277.1% | +490.0% |
| 5Y | +548.4% | +307.4% | +241.0% | +429.6% |
| All | +1,500.5% | +378.0% | +1,122.5% | +1,186.0% |
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