+340.4%
CCEP vs AEE
+218.3%
+122.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +12.2% | +9.7% | +2.4% | +8.0% |
| 3M | +10.7% | +5.8% | +4.9% | +8.1% |
| 6M | +27.5% | +4.5% | +23.0% | +25.0% |
| YTD | +31.3% | +15.8% | +15.5% | +23.3% |
| 1Y | +29.9% | +10.8% | +19.1% | +24.2% |
| 3Y | +111.1% | +62.8% | +48.3% | +71.0% |
| 5Y | +142.3% | +56.1% | +86.2% | +97.5% |
| All | +340.4% | +218.3% | +122.1% | +190.1% |
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