+774.9%
CLS vs AEE
+62.5%
+712.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +8.2% |
| 7D | -10.6% | +2.3% | -12.9% | -9.8% |
| 30D | -38.4% | +11.6% | -50.0% | -36.3% |
| 3M | -29.9% | +5.5% | -35.4% | -28.6% |
| 6M | -40.6% | +6.0% | -46.7% | -39.3% |
| YTD | -24.6% | +16.6% | -41.2% | -20.9% |
| 1Y | -30.8% | +12.1% | -42.8% | -28.1% |
| All | +774.9% | +62.5% | +712.4% | +970.3% |
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