-5.8%
CI vs AEE
+10.4%
-16.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | -5.2% | -0.9% | -4.3% | -4.9% |
| 6M | +4.3% | -2.4% | +6.7% | +4.9% |
| YTD | +2.8% | +8.6% | -5.9% | +0.7% |
| 1Y | -5.8% | +10.2% | -16.0% | -7.8% |
| All | -5.8% | +10.4% | -16.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling