+3,594.0%
AEM vs CCEP
+6,869.6%
-3,275.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -0.5% | -3.1% | +2.5% | -0.2% |
| 30D | +24.0% | -2.6% | +26.6% | +24.3% |
| 3M | +16.1% | +14.9% | +1.2% | +14.2% |
| 6M | -11.6% | +2.3% | -13.9% | -11.9% |
| YTD | +21.5% | +17.8% | +3.7% | +19.3% |
| 1Y | +39.2% | +24.2% | +15.0% | +35.8% |
| 3Y | +347.4% | +84.7% | +262.7% | +318.9% |
| 5Y | +290.1% | +103.2% | +187.0% | +259.9% |
| 10Y | +357.8% | +257.4% | +100.4% | +291.3% |
| All | +3,594.0% | +6,869.6% | -3,275.7% | +2,561.3% |
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