+223.5%
CB vs AEE
+186.8%
+36.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +4.2% | -0.9% | +5.1% | +4.5% |
| 6M | +4.7% | -2.4% | +7.1% | +5.6% |
| YTD | +8.8% | +8.6% | +0.2% | +4.3% |
| 1Y | +22.6% | +10.2% | +12.5% | +16.6% |
| 3Y | +70.6% | +47.8% | +22.8% | +40.3% |
| 5Y | +99.4% | +40.1% | +59.3% | +65.8% |
| 10Y | +223.5% | +195.0% | +28.4% | +115.6% |
| All | +223.5% | +186.8% | +36.7% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling