+65.3%
CME vs AEE
+62.8%
+2.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +13.9% | +9.7% | +4.2% | +11.2% |
| 3M | +22.4% | +5.8% | +16.6% | +20.5% |
| 6M | +12.9% | +4.5% | +8.4% | +11.3% |
| YTD | +19.6% | +15.8% | +3.8% | +14.4% |
| 1Y | +17.7% | +10.8% | +6.9% | +14.0% |
| All | +65.3% | +62.8% | +2.5% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling