-70.5%
CBRS vs AEE
+5.1%
-75.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.5% | -8.6% | -5.0% |
| 7D | -18.4% | +4.7% | -23.1% | -16.8% |
| 30D | -49.4% | +13.4% | -62.8% | -46.9% |
| 3M | -59.6% | +4.1% | -63.6% | -58.4% |
| All | -70.5% | +5.1% | -75.6% | -71.7% |
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 · Available span rolling