+28.0%
CB vs AEE
+12.0%
+16.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +2.9% | +1.7% | +1.2% | +2.2% |
| 30D | +7.3% | +9.7% | -2.4% | +3.6% |
| 3M | +9.4% | +5.9% | +3.5% | +6.8% |
| 6M | +19.6% | +6.7% | +12.9% | +16.5% |
| YTD | +21.5% | +17.4% | +4.1% | +17.6% |
| 1Y | +28.0% | +12.7% | +15.3% | +24.9% |
| All | +28.0% | +12.0% | +16.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling