+53.4%
CL vs AEE
+185.4%
-132.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -1.4% | +1.3% | -2.7% | -2.0% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | +3.3% | +1.0% | +2.3% | +2.6% |
| 6M | -4.4% | -2.3% | -2.1% | -3.5% |
| YTD | +13.9% | +9.1% | +4.8% | +8.9% |
| 1Y | +7.6% | +10.6% | -2.9% | +2.2% |
| 3Y | +29.6% | +48.5% | -18.9% | +5.5% |
| 5Y | +28.1% | +39.9% | -11.8% | +6.4% |
| 10Y | +53.4% | +185.7% | -132.3% | -8.6% |
| All | +53.4% | +185.4% | -132.0% | -8.6% |
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