+6,781.2%
CME vs AA
+16.7%
+6,764.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +6.2% | +5.0% | +1.3% | +4.8% |
| 3M | +10.4% | -35.8% | +46.3% | +19.8% |
| 6M | -9.5% | -18.4% | +8.9% | -7.8% |
| YTD | +6.0% | -5.5% | +11.5% | +3.9% |
| 1Y | +9.3% | +61.0% | -51.7% | -5.9% |
| 3Y | +57.7% | +66.2% | -8.6% | +24.3% |
| 5Y | +77.7% | +11.4% | +66.3% | +40.2% |
| 10Y | +281.2% | +116.9% | +164.4% | +94.4% |
| All | +6,781.2% | +16.7% | +6,764.5% | +3,338.9% |
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