+869.4%
CL vs AEE
+875.5%
-6.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | +2.1% | -0.8% | +0.5% |
| 30D | +11.4% | +11.4% | 0.0% | +6.4% |
| 3M | +4.4% | +5.0% | -0.5% | +2.2% |
| 6M | +10.8% | +4.4% | +6.3% | +8.6% |
| YTD | +25.1% | +15.4% | +9.7% | +17.4% |
| 1Y | +28.0% | +13.8% | +14.2% | +20.8% |
| 3Y | +37.6% | +58.0% | -20.4% | +12.0% |
| 5Y | +39.7% | +52.9% | -13.2% | +14.3% |
| 10Y | +75.8% | +205.1% | -129.3% | +6.0% |
| All | +869.4% | +875.5% | -6.1% | +225.7% |
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