+1,195.3%
CDNS vs AEE
+892.1%
+303.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | -2.0% | +9.7% | -11.7% | -5.8% |
| 3M | -0.2% | +5.9% | -6.2% | -2.9% |
| 6M | -8.9% | +6.7% | -15.6% | -12.1% |
| YTD | +3.3% | +17.4% | -14.0% | -4.8% |
| 1Y | +2.2% | +12.7% | -10.4% | -4.3% |
| 3Y | +22.4% | +68.2% | -45.8% | -6.4% |
| 5Y | +78.0% | +57.3% | +20.7% | +38.7% |
| 10Y | +1,175.2% | +220.6% | +954.6% | +583.0% |
| All | +1,195.3% | +892.1% | +303.2% | +349.1% |
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