+1,312.5%
CLS vs AEE
+49.7%
+1,262.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +5.9% |
| 7D | +12.8% | +1.3% | +11.5% | +13.1% |
| 30D | +3.8% | -1.2% | +5.1% | +3.4% |
| 3M | -14.6% | +1.0% | -15.6% | -14.5% |
| 6M | +32.2% | -2.3% | +34.5% | +31.8% |
| YTD | +11.6% | +9.1% | +2.5% | +13.9% |
| 1Y | +35.1% | +10.6% | +24.5% | +38.5% |
| 3Y | +1,312.5% | +48.5% | +1,264.0% | +1,509.9% |
| All | +1,312.5% | +49.7% | +1,262.9% | +1,509.9% |
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