-35.5%
CLS vs AEE
+7.0%
-42.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -4.4% |
| 7D | +16.3% | +1.7% | +14.6% | +18.1% |
| 30D | -25.7% | +9.7% | -35.4% | -19.1% |
| 3M | -30.9% | +5.9% | -36.8% | -27.6% |
| 6M | -35.5% | +6.7% | -42.2% | -31.1% |
| All | -35.5% | +7.0% | -42.4% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling