+272.2%
CME vs AEM
+369.2%
-97.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -2.4% | -5.0% | +2.7% | -2.1% |
| 30D | +6.2% | +8.5% | -2.3% | +5.5% |
| 3M | +4.4% | +29.3% | -24.9% | +2.5% |
| 6M | -9.6% | -12.9% | +3.3% | -9.1% |
| YTD | +3.8% | +16.8% | -13.0% | +2.1% |
| 1Y | +9.5% | +29.8% | -20.3% | +6.6% |
| 3Y | +51.9% | +336.7% | -284.8% | +34.6% |
| 5Y | +78.7% | +299.9% | -221.2% | +57.8% |
| All | +272.2% | +369.2% | -97.0% | +222.1% |
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