+527.0%
CIEN vs AEM
+306.0%
+221.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.6% | +3.0% | -7.6% | -5.4% |
| 30D | -12.8% | +12.5% | -25.3% | -15.7% |
| 3M | -23.1% | +26.9% | -50.0% | -28.0% |
| 6M | +6.1% | -9.4% | +15.6% | +6.7% |
| YTD | +44.5% | +20.3% | +24.3% | +38.5% |
| 1Y | +176.6% | +33.8% | +142.8% | +161.3% |
| 3Y | +601.0% | +349.8% | +251.1% | +457.1% |
| All | +527.0% | +306.0% | +221.0% | +393.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling