+1,181.5%
CGNX vs AEE
+806.8%
+374.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -0.8% | +3.9% | +3.5% |
| 30D | +6.0% | -2.9% | +8.9% | +7.4% |
| 3M | +3.5% | -2.4% | +5.9% | +4.2% |
| 6M | +26.3% | -2.7% | +29.0% | +26.9% |
| YTD | +79.2% | +7.3% | +72.0% | +72.6% |
| 1Y | +43.8% | +7.5% | +36.2% | +37.8% |
| 3Y | +52.0% | +46.2% | +5.7% | +23.5% |
| 5Y | -24.0% | +39.7% | -63.8% | -37.7% |
| 10Y | +189.1% | +191.3% | -2.2% | +61.6% |
| All | +1,181.5% | +806.8% | +374.7% | +419.7% |
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