+3,231.7%
CLS vs AEE
+861.7%
+2,370.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.6% | +0.3% | +4.2% | +4.5% |
| 30D | -13.9% | -2.3% | -11.6% | -13.1% |
| 3M | -26.6% | +0.2% | -26.8% | -27.2% |
| 6M | +15.4% | -4.7% | +20.2% | +16.6% |
| YTD | +5.7% | +8.1% | -2.4% | +1.4% |
| 1Y | +41.1% | +8.5% | +32.6% | +34.7% |
| 3Y | +1,228.6% | +48.9% | +1,179.7% | +985.0% |
| 5Y | +3,240.6% | +39.9% | +3,200.7% | +2,670.2% |
| 10Y | +2,760.3% | +186.5% | +2,573.8% | +1,575.2% |
| All | +3,231.7% | +861.7% | +2,370.1% | +1,208.4% |
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