+4,100.0%
CMG vs AEE
+373.1%
+3,726.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +12.7% | -1.2% | +14.0% | +13.1% |
| 3M | +26.3% | +1.0% | +25.3% | +25.6% |
| 6M | +4.5% | -2.3% | +6.8% | +4.9% |
| YTD | -0.1% | +9.1% | -9.2% | -3.6% |
| 1Y | -6.8% | +10.6% | -17.3% | -10.6% |
| 3Y | -5.0% | +48.5% | -53.5% | -18.7% |
| 5Y | -3.0% | +39.9% | -42.9% | -16.2% |
| 10Y | +323.6% | +185.7% | +137.8% | +156.3% |
| All | +4,100.0% | +373.1% | +3,726.9% | +1,813.5% |
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 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