+147.9%
CIEN vs AEM
+2,026.6%
-1,878.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -15.2% | -0.5% | -14.7% | -15.2% |
| 30D | -21.5% | +24.0% | -45.5% | -23.2% |
| 3M | -40.1% | +16.1% | -56.2% | -41.0% |
| 6M | -6.6% | -11.6% | +5.1% | -5.7% |
| YTD | +37.3% | +21.5% | +15.7% | +34.6% |
| 1Y | +174.5% | +39.2% | +135.4% | +166.3% |
| 3Y | +562.3% | +347.4% | +214.8% | +479.8% |
| 5Y | +463.9% | +290.1% | +173.8% | +394.1% |
| 10Y | +1,302.4% | +357.8% | +944.6% | +1,088.2% |
| All | +147.9% | +2,026.6% | -1,878.7% | +160.8% |
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