-34.0%
CCL vs AEE
+222.5%
-256.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.2% | +1.7% | -2.9% | -1.8% |
| 30D | +13.1% | +9.7% | +3.4% | +9.3% |
| 3M | +3.4% | +5.9% | -2.5% | +1.2% |
| 6M | +18.7% | +6.7% | +12.0% | +15.6% |
| YTD | -2.3% | +17.4% | -19.6% | -8.4% |
| 1Y | +14.2% | +12.7% | +1.5% | +8.6% |
| 3Y | +133.6% | +68.2% | +65.4% | +87.9% |
| 5Y | +33.5% | +57.3% | -23.8% | +9.3% |
| All | -34.0% | +222.5% | -256.5% | -49.8% |
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