+157.6%
CIEN vs AEM
+28.8%
+128.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | +5.4% | -5.0% | +10.4% | +7.9% |
| 30D | -13.7% | +8.5% | -22.1% | -18.2% |
| 3M | -23.0% | +29.3% | -52.3% | -34.5% |
| 6M | -0.8% | -12.9% | +12.1% | +3.6% |
| YTD | +43.1% | +16.8% | +26.3% | +28.4% |
| 1Y | +157.6% | +29.8% | +127.8% | +117.7% |
| All | +157.6% | +28.8% | +128.8% | +117.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling