+303.4%
CME vs AEE
+222.5%
+80.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +3.9% | +1.7% | +2.2% | +3.2% |
| 30D | +11.3% | +9.7% | +1.6% | +7.0% |
| 3M | +19.6% | +5.9% | +13.6% | +16.5% |
| 6M | +8.1% | +6.7% | +1.4% | +4.7% |
| YTD | +20.4% | +17.4% | +3.0% | +11.5% |
| 1Y | +16.5% | +12.7% | +3.8% | +9.8% |
| 3Y | +66.4% | +68.2% | -1.8% | +29.6% |
| 5Y | +74.5% | +57.3% | +17.2% | +37.6% |
| All | +303.4% | +222.5% | +80.9% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling