+1,784.5%
CB vs AEE
+813.9%
+970.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -3.1% | -2.3% | -0.8% | -1.9% |
| 3M | +9.0% | +0.2% | +8.7% | +8.7% |
| 6M | +2.9% | -4.7% | +7.6% | +5.3% |
| YTD | +10.1% | +8.1% | +2.0% | +5.0% |
| 1Y | +22.8% | +8.5% | +14.2% | +16.6% |
| 3Y | +73.8% | +48.9% | +24.9% | +36.5% |
| 5Y | +99.2% | +39.9% | +59.3% | +59.0% |
| 10Y | +218.2% | +186.5% | +31.7% | +60.9% |
| All | +1,784.5% | +813.9% | +970.6% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling