+6,781.2%
CME vs AEM
+1,994.3%
+4,786.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +6.2% | +24.0% | -17.8% | +3.9% |
| 3M | +10.4% | +16.1% | -5.7% | +8.5% |
| 6M | -9.5% | -11.6% | +2.1% | -9.1% |
| YTD | +6.0% | +21.5% | -15.5% | +3.1% |
| 1Y | +9.3% | +39.2% | -29.9% | +4.6% |
| 3Y | +57.7% | +347.4% | -289.8% | +33.4% |
| 5Y | +77.7% | +290.1% | -212.5% | +50.5% |
| 10Y | +281.2% | +357.8% | -76.6% | +207.4% |
| All | +6,781.2% | +1,994.3% | +4,786.9% | +3,856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling