+6,781.2%
CME vs AEE
+608.9%
+6,172.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +6.2% | -2.3% | +8.5% | +7.5% |
| 3M | +10.4% | +0.2% | +10.2% | +9.9% |
| 6M | -9.5% | -4.7% | -4.8% | -7.7% |
| YTD | +6.0% | +8.1% | -2.1% | +0.9% |
| 1Y | +9.3% | +8.5% | +0.7% | +3.6% |
| 3Y | +57.7% | +48.9% | +8.8% | +23.3% |
| 5Y | +77.7% | +39.9% | +37.8% | +40.9% |
| 10Y | +281.2% | +186.5% | +94.7% | +88.9% |
| All | +6,781.2% | +608.9% | +6,172.3% | +1,711.3% |
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