+9.8%
CME vs AEM
+32.7%
-22.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.6% | +3.0% | -3.6% | -0.6% |
| 30D | +4.7% | +12.5% | -7.8% | +4.8% |
| 3M | +7.8% | +26.9% | -19.1% | +8.3% |
| 6M | -11.0% | -9.4% | -1.5% | -10.3% |
| YTD | +4.0% | +20.3% | -16.2% | +5.7% |
| All | +9.8% | +32.7% | -22.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling