+1,110.1%
CCI vs AEE
+962.4%
+147.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +1.5% |
| 30D | +14.4% | +9.7% | +4.7% | +8.6% |
| 3M | +21.7% | +5.9% | +15.8% | +17.8% |
| 6M | +4.0% | +6.7% | -2.7% | +0.1% |
| YTD | +6.2% | +17.4% | -11.1% | -3.0% |
| 1Y | +5.4% | +12.7% | -7.3% | -1.6% |
| 3Y | +11.7% | +68.2% | -56.5% | -16.8% |
| 5Y | -35.6% | +57.3% | -92.9% | -50.2% |
| 10Y | +68.7% | +220.6% | -151.9% | -11.5% |
| All | +1,110.1% | +962.4% | +147.7% | +275.2% |
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