+66.4%
CME vs AA
+67.6%
-1.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +0.7% |
| 7D | +3.9% | +0.5% | +3.4% | +4.0% |
| 30D | +11.3% | -0.6% | +11.9% | +11.4% |
| 3M | +19.6% | -19.7% | +39.2% | +18.6% |
| 6M | +8.1% | -41.6% | +49.7% | +6.1% |
| YTD | +20.4% | -24.6% | +45.0% | +19.4% |
| 1Y | +16.5% | +4.9% | +11.6% | +16.9% |
| 3Y | +66.4% | +66.8% | -0.4% | +73.4% |
| All | +66.4% | +67.6% | -1.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling