+312.1%
CG vs AEE
+191.3%
+120.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.9% |
| 7D | -9.8% | -0.7% | -9.1% | -9.6% |
| 30D | -10.3% | -2.0% | -8.3% | -9.7% |
| 3M | -1.7% | -2.8% | +1.2% | -0.8% |
| 6M | -9.8% | -3.6% | -6.2% | -9.0% |
| YTD | -25.6% | +7.3% | -32.9% | -28.2% |
| 1Y | -32.5% | +8.7% | -41.2% | -35.3% |
| 3Y | +45.6% | +46.0% | -0.4% | +22.1% |
| 5Y | +3.7% | +39.8% | -36.1% | -11.7% |
| All | +312.1% | +191.3% | +120.9% | +223.2% |
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