+3,682.3%
CLS vs AEE
+39.2%
+3,643.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +20.1% | +1.1% | +19.0% | +20.0% |
| 30D | +6.0% | 0.0% | +6.0% | +6.0% |
| 3M | -10.3% | -0.9% | -9.4% | -10.5% |
| 6M | +24.5% | -2.4% | +26.9% | +24.3% |
| YTD | +12.9% | +8.6% | +4.2% | +11.4% |
| 1Y | +36.7% | +10.2% | +26.5% | +34.6% |
| 3Y | +1,328.1% | +47.8% | +1,280.3% | +1,236.8% |
| 5Y | +3,682.3% | +40.1% | +3,642.2% | +3,539.5% |
| All | +3,682.3% | +39.2% | +3,643.2% | +3,539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling