+117.1%
AA vs CCEP
+236.5%
-119.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.3% |
| 7D | -5.4% | -5.7% | +0.4% | -2.5% |
| 30D | -10.7% | -3.4% | -7.3% | -9.3% |
| 3M | -26.2% | +5.5% | -31.7% | -28.9% |
| 6M | -20.9% | +2.2% | -23.2% | -23.1% |
| YTD | -8.6% | +14.6% | -23.3% | -17.2% |
| 1Y | +57.4% | +18.9% | +38.5% | +38.6% |
| 3Y | +77.8% | +82.6% | -4.8% | +19.5% |
| 5Y | +2.7% | +107.0% | -104.3% | -37.3% |
| All | +117.1% | +236.5% | -119.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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