+546.2%
AEE vs CPAY
+1,524.4%
-978.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.1% | -2.5% | +3.5% | +1.5% |
| 30D | 0.0% | +1.3% | -1.3% | -0.3% |
| 3M | -0.9% | +13.5% | -14.4% | -3.2% |
| 6M | -2.4% | +24.7% | -27.1% | -6.4% |
| YTD | +8.6% | +34.9% | -26.3% | +2.1% |
| 1Y | +10.2% | +29.7% | -19.5% | +4.0% |
| 3Y | +47.8% | +49.4% | -1.6% | +33.9% |
| 5Y | +40.1% | +53.5% | -13.4% | +24.2% |
| 10Y | +195.0% | +152.5% | +42.6% | +138.3% |
| All | +546.2% | +1,524.4% | -978.1% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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