+76.1%
CME vs AEE
+39.2%
+36.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | +7.8% | -0.9% | +8.7% | +7.9% |
| 6M | -11.0% | -2.4% | -8.6% | -10.6% |
| YTD | +4.0% | +8.6% | -4.6% | +1.0% |
| 1Y | +9.1% | +10.2% | -1.0% | +5.4% |
| 3Y | +52.3% | +47.8% | +4.5% | +34.6% |
| 5Y | +76.1% | +40.1% | +36.0% | +56.8% |
| All | +76.1% | +39.2% | +36.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling