+71.0%
CME vs AA
-15.4%
+86.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.9% |
| 30D | +13.2% | -6.7% | +19.9% | +13.3% |
| 3M | +16.3% | -16.3% | +32.6% | +16.6% |
| 6M | +7.1% | -37.1% | +44.2% | +8.1% |
| YTD | +15.8% | -25.0% | +40.8% | +15.8% |
| 1Y | +17.1% | +8.6% | +8.5% | +15.3% |
| 3Y | +63.2% | +57.2% | +5.9% | +53.9% |
| All | +71.0% | -15.4% | +86.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling