+1,746.1%
CI vs AEE
+813.9%
+932.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +4.4% | -2.3% | +6.7% | +5.7% |
| 3M | +0.7% | +0.2% | +0.4% | +0.3% |
| 6M | +0.3% | -4.7% | +5.1% | +2.6% |
| YTD | +3.8% | +8.1% | -4.3% | -1.0% |
| 1Y | -5.5% | +8.5% | -14.0% | -10.2% |
| 3Y | +8.1% | +48.9% | -40.8% | -15.1% |
| 5Y | +42.8% | +39.9% | +2.9% | +14.4% |
| 10Y | +143.9% | +186.5% | -42.7% | +23.2% |
| All | +1,746.1% | +813.9% | +932.2% | +337.0% |
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