+7.6%
CL vs AEE
+10.3%
-2.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.3% |
| 6M | -4.4% | -2.3% | -2.1% | -3.7% |
| YTD | +13.9% | +9.1% | +4.8% | +9.4% |
| 1Y | +7.6% | +10.6% | -2.9% | +1.8% |
| All | +7.6% | +10.3% | -2.7% | +1.8% |
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