+2,277.8%
CLS vs AEE
+937.2%
+1,340.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.5% |
| 7D | -10.6% | +2.3% | -12.9% | -11.4% |
| 30D | -38.4% | +11.6% | -50.0% | -41.2% |
| 3M | -29.9% | +5.5% | -35.4% | -31.5% |
| 6M | -40.6% | +6.0% | -46.7% | -42.6% |
| YTD | -24.6% | +16.6% | -41.2% | -29.9% |
| 1Y | -30.8% | +12.1% | -42.8% | -34.7% |
| 3Y | +811.7% | +64.2% | +747.5% | +615.9% |
| 5Y | +1,838.4% | +59.1% | +1,779.3% | +1,422.1% |
| 10Y | +1,751.5% | +210.2% | +1,541.3% | +951.1% |
| All | +2,277.8% | +937.2% | +1,340.7% | +804.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling