+137.5%
AEE vs CLBK
+67.9%
+69.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -2.3% | +9.1% | -11.4% | -4.0% |
| 3M | +0.2% | +27.7% | -27.5% | -4.8% |
| 6M | -4.7% | +40.8% | -45.6% | -11.4% |
| YTD | +8.1% | +66.4% | -58.3% | -3.1% |
| 1Y | +8.5% | +72.4% | -63.8% | -3.8% |
| 3Y | +48.9% | +50.7% | -1.8% | +33.3% |
| 5Y | +39.9% | +42.9% | -3.0% | +21.0% |
| All | +137.5% | +67.9% | +69.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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