+786.2%
CL vs AEE
+813.9%
-27.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | -2.3% | -2.6% | -3.9% |
| 3M | +4.9% | +0.2% | +4.7% | +4.7% |
| 6M | -5.7% | -4.7% | -1.0% | -3.9% |
| YTD | +14.4% | +8.1% | +6.3% | +10.4% |
| 1Y | +8.7% | +8.5% | +0.2% | +4.7% |
| 3Y | +30.0% | +48.9% | -18.9% | +8.3% |
| 5Y | +28.4% | +39.9% | -11.6% | +9.0% |
| 10Y | +50.1% | +186.5% | -136.4% | -7.1% |
| All | +786.2% | +813.9% | -27.7% | +206.1% |
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