+70.2%
CIFR vs AEM
+187.9%
-117.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.0% |
| 7D | -5.0% | -2.1% | -2.9% | -4.2% |
| 30D | -5.7% | +8.4% | -14.1% | -8.4% |
| 3M | -25.5% | +27.3% | -52.8% | -32.4% |
| 6M | +19.4% | -9.7% | +29.1% | +23.0% |
| YTD | +14.2% | +19.0% | -4.8% | +8.0% |
| 1Y | +69.0% | +31.5% | +37.5% | +55.4% |
| 3Y | +503.9% | +338.7% | +165.2% | +283.0% |
| 5Y | +27.7% | +307.4% | -279.8% | -20.2% |
| All | +70.2% | +187.9% | -117.7% | +6.8% |
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 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