+77.5%
CME vs AEM
+295.0%
-217.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.9% | +4.3% | -7.2% | -3.1% |
| 30D | +5.5% | +13.1% | -7.6% | +4.7% |
| 3M | +11.0% | +24.8% | -13.8% | +9.3% |
| 6M | -9.7% | -8.2% | -1.5% | -9.3% |
| YTD | +4.9% | +19.8% | -15.0% | +3.0% |
| 1Y | +10.1% | +32.1% | -22.0% | +6.9% |
| 3Y | +53.5% | +348.2% | -294.7% | +34.2% |
| All | +77.5% | +295.0% | -217.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling