+165.0%
CMI vs AEE
+38.7%
+126.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -12.4% | -2.9% | -9.5% | -11.7% |
| 3M | -14.8% | -2.4% | -12.4% | -14.5% |
| 6M | +0.8% | -2.7% | +3.5% | +1.0% |
| YTD | +10.2% | +7.3% | +2.9% | +7.0% |
| 1Y | +37.4% | +7.5% | +29.9% | +33.0% |
| 3Y | +153.3% | +46.2% | +107.1% | +118.1% |
| All | +165.0% | +38.7% | +126.3% | +126.4% |
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