+7,418.1%
CME vs AA
-7.4%
+7,425.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.0% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +13.2% | -6.7% | +19.9% | +14.5% |
| 3M | +16.3% | -16.3% | +32.6% | +19.7% |
| 6M | +7.1% | -37.1% | +44.2% | +15.6% |
| YTD | +15.8% | -25.0% | +40.8% | +18.6% |
| 1Y | +17.1% | +8.6% | +8.5% | +10.0% |
| 3Y | +63.2% | +57.2% | +5.9% | +29.7% |
| 5Y | +70.2% | -13.0% | +83.2% | +42.4% |
| 10Y | +337.0% | +65.5% | +271.4% | +137.5% |
| All | +7,418.1% | -7.4% | +7,425.5% | +3,825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling