-18.4%
CG vs AEE
+56.1%
-74.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | +7.5% | +9.7% | -2.2% | +3.7% |
| 3M | -14.4% | +5.8% | -20.2% | -16.3% |
| 6M | -15.7% | +4.5% | -20.1% | -17.4% |
| YTD | -29.0% | +15.8% | -44.8% | -33.8% |
| 1Y | -22.1% | +10.8% | -32.9% | -25.9% |
| 3Y | +49.1% | +62.8% | -13.6% | +16.3% |
| 5Y | -18.4% | +56.1% | -74.5% | -34.8% |
| All | -18.4% | +56.1% | -74.4% | -34.8% |
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