+141.0%
CI vs AEE
+186.8%
-45.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | -5.2% | -0.9% | -4.3% | -5.0% |
| 6M | +4.3% | -2.4% | +6.7% | +5.2% |
| YTD | +2.8% | +8.6% | -5.9% | -1.3% |
| 1Y | -5.8% | +10.2% | -16.0% | -10.2% |
| 3Y | +4.7% | +47.8% | -43.1% | -13.3% |
| 5Y | +42.7% | +40.1% | +2.6% | +19.9% |
| 10Y | +141.0% | +195.0% | -54.1% | +74.7% |
| All | +141.0% | +186.8% | -45.8% | +74.7% |
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 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