+70.8%
CDNS vs AEE
+38.5%
+32.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -6.5% | -0.7% | -5.9% | -6.5% |
| 30D | -13.0% | -2.0% | -11.0% | -12.8% |
| 3M | -26.0% | -2.8% | -23.2% | -25.8% |
| 6M | -2.8% | -3.6% | +0.7% | -2.6% |
| YTD | -8.8% | +7.3% | -16.2% | -10.6% |
| 1Y | -15.8% | +8.7% | -24.5% | -17.8% |
| 3Y | +19.7% | +46.0% | -26.3% | +8.9% |
| 5Y | +70.8% | +39.8% | +31.0% | +55.1% |
| All | +70.8% | +38.5% | +32.2% | +55.1% |
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 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