+1.4%
CI vs AEE
+57.7%
-56.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | -1.6% | +2.1% | -3.6% | -2.3% |
| 30D | +5.4% | +11.4% | -6.0% | +1.5% |
| 3M | +7.3% | +5.0% | +2.3% | +5.4% |
| 6M | +5.3% | +4.4% | +0.9% | +3.5% |
| YTD | +8.5% | +15.4% | -6.9% | +2.9% |
| 1Y | +17.1% | +13.8% | +3.3% | +11.7% |
| 3Y | +1.4% | +58.0% | -56.6% | -13.2% |
| All | +1.4% | +57.7% | -56.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling