-77.6%
CDE vs AEE
+818.5%
-896.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.9% |
| 7D | -2.0% | +1.1% | -3.0% | -2.5% |
| 30D | +15.7% | 0.0% | +15.7% | +15.6% |
| 3M | +30.5% | -0.9% | +31.4% | +30.5% |
| 6M | -7.4% | -2.4% | -5.0% | -7.0% |
| YTD | +17.9% | +8.6% | +9.3% | +11.4% |
| 1Y | +46.7% | +10.2% | +36.6% | +37.5% |
| 3Y | +851.3% | +47.8% | +803.5% | +646.3% |
| 5Y | +202.9% | +40.1% | +162.8% | +145.4% |
| 10Y | +58.2% | +195.0% | -136.8% | -14.6% |
| All | -77.6% | +818.5% | -896.0% | -89.4% |
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 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