+322.0%
CMG vs AEE
+191.1%
+130.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | +10.9% | -2.9% | +13.8% | +11.4% |
| 3M | +15.8% | -2.4% | +18.2% | +16.2% |
| 6M | +6.9% | -2.7% | +9.7% | +7.3% |
| YTD | -2.2% | +7.3% | -9.4% | -3.6% |
| 1Y | -7.1% | +7.5% | -14.6% | -8.6% |
| 3Y | -7.1% | +46.2% | -53.3% | -13.6% |
| 5Y | -4.8% | +39.7% | -44.5% | -11.0% |
| All | +322.0% | +191.1% | +130.9% | +313.5% |
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