+325.7%
AEM vs CCEP
+111.2%
+214.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +13.9% | +5.4% | +8.5% | +11.8% |
| 30D | +0.8% | +12.8% | -12.0% | -3.7% |
| 3M | +5.8% | +10.9% | -5.1% | +1.6% |
| 6M | -1.0% | +25.6% | -26.6% | -9.8% |
| YTD | +13.1% | +31.0% | -17.9% | +2.2% |
| 1Y | +14.4% | +32.3% | -17.8% | +2.9% |
| 3Y | +325.7% | +110.5% | +215.2% | +238.8% |
| All | +325.7% | +111.2% | +214.5% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling