-50.1%
CCI vs AEE
+38.5%
-88.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | -4.4% | -0.7% | -3.7% | -3.9% |
| 30D | +0.3% | -2.0% | +2.3% | +1.7% |
| 3M | -20.0% | -2.8% | -17.1% | -18.5% |
| 6M | -14.5% | -3.6% | -10.9% | -12.6% |
| YTD | -14.9% | +7.3% | -22.2% | -19.4% |
| 1Y | -17.7% | +8.7% | -26.4% | -22.9% |
| 3Y | -12.4% | +46.0% | -58.4% | -34.6% |
| 5Y | -50.1% | +39.8% | -89.9% | -61.4% |
| All | -50.1% | +38.5% | -88.7% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling