+7,663.4%
CME vs AEE
+659.6%
+7,003.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +13.9% | +9.7% | +4.2% | +8.4% |
| 3M | +22.4% | +5.8% | +16.6% | +18.5% |
| 6M | +12.9% | +4.5% | +8.4% | +9.7% |
| YTD | +19.6% | +15.8% | +3.8% | +9.5% |
| 1Y | +17.7% | +10.8% | +6.9% | +10.3% |
| 3Y | +65.3% | +62.8% | +2.5% | +23.4% |
| 5Y | +75.1% | +56.1% | +19.1% | +30.8% |
| 10Y | +305.8% | +216.4% | +89.3% | +91.1% |
| All | +7,663.4% | +659.6% | +7,003.8% | +1,866.7% |
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