+86.4%
CL vs AEE
+218.3%
-131.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.8% | +0.2% | -0.9% | -0.9% |
| 30D | +9.5% | +9.7% | -0.2% | +4.7% |
| 3M | +6.8% | +5.8% | +1.0% | +3.9% |
| 6M | +14.3% | +4.5% | +9.8% | +11.7% |
| YTD | +27.0% | +15.8% | +11.2% | +17.9% |
| 1Y | +26.3% | +10.8% | +15.5% | +19.8% |
| 3Y | +39.3% | +62.8% | -23.5% | +8.7% |
| 5Y | +41.5% | +56.1% | -14.6% | +11.5% |
| All | +86.4% | +218.3% | -131.9% | +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 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