+2,953.7%
CLS vs AEE
+191.3%
+2,762.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +5.0% | -0.7% | +5.6% | +5.2% |
| 30D | +4.8% | -2.0% | +6.8% | +5.3% |
| 3M | -10.4% | -2.8% | -7.6% | -10.1% |
| 6M | +20.8% | -3.6% | +24.4% | +21.2% |
| YTD | +10.0% | +7.3% | +2.7% | +7.0% |
| 1Y | +28.5% | +8.7% | +19.8% | +24.2% |
| 3Y | +1,292.2% | +46.0% | +1,246.2% | +1,104.5% |
| 5Y | +3,616.8% | +39.8% | +3,577.0% | +3,137.3% |
| All | +2,953.7% | +191.3% | +2,762.4% | +2,466.0% |
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