+3,336.5%
AEM vs CCEP
+7,646.6%
-4,310.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +13.9% | +5.4% | +8.5% | +13.2% |
| 30D | +0.8% | +12.8% | -12.0% | -0.6% |
| 3M | +5.8% | +10.9% | -5.1% | +4.5% |
| 6M | -1.0% | +25.6% | -26.6% | -3.6% |
| YTD | +13.1% | +31.0% | -17.9% | +9.7% |
| 1Y | +14.4% | +32.3% | -17.8% | +10.9% |
| 3Y | +325.7% | +110.5% | +215.2% | +293.0% |
| 5Y | +273.7% | +141.8% | +131.9% | +238.5% |
| 10Y | +390.1% | +341.1% | +49.0% | +309.2% |
| All | +3,336.5% | +7,646.6% | -4,310.1% | +2,346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling