+116.6%
CIEN vs AEM
+1,753.6%
-1,637.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | -6.8% | +22.1% | +16.0% |
| 30D | -22.0% | +0.8% | -22.8% | -22.2% |
| 3M | -36.6% | -0.8% | -35.8% | -36.8% |
| 6M | -51.5% | -8.5% | -42.9% | -51.2% |
| YTD | +20.0% | +5.9% | +14.0% | +19.0% |
| 1Y | +44.5% | +6.6% | +37.8% | +43.4% |
| 3Y | +539.0% | +302.2% | +236.8% | +465.1% |
| 5Y | +356.8% | +250.8% | +106.0% | +304.3% |
| 10Y | +1,190.4% | +406.1% | +784.4% | +989.5% |
| All | +116.6% | +1,753.6% | -1,637.0% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling