+1,073.7%
CDNS vs AEE
+813.9%
+259.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -13.2% | -2.3% | -10.9% | -12.4% |
| 3M | -28.9% | +0.2% | -29.1% | -29.3% |
| 6M | -4.2% | -4.7% | +0.6% | -3.1% |
| YTD | -6.4% | +8.1% | -14.5% | -10.6% |
| 1Y | -16.2% | +8.5% | -24.8% | -20.3% |
| 3Y | +20.2% | +48.9% | -28.7% | -3.2% |
| 5Y | +76.6% | +39.9% | +36.7% | +45.0% |
| 10Y | +1,029.7% | +186.5% | +843.1% | +535.7% |
| All | +1,073.7% | +813.9% | +259.8% | +322.1% |
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 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