+37.6%
CL vs AEE
+57.7%
-20.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | +2.1% | -0.8% | +0.4% |
| 30D | +11.4% | +11.4% | 0.0% | +6.1% |
| 3M | +4.4% | +5.0% | -0.5% | +2.1% |
| 6M | +10.8% | +4.4% | +6.3% | +8.4% |
| YTD | +25.1% | +15.4% | +9.7% | +17.3% |
| 1Y | +28.0% | +13.8% | +14.2% | +20.6% |
| 3Y | +37.6% | +58.0% | -20.4% | +17.5% |
| All | +37.6% | +57.7% | -20.1% | +17.5% |
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