+132.3%
CMS vs AEE
+205.5%
-73.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | -0.9% | +2.3% | -3.2% | -2.8% |
| 30D | +7.1% | +11.6% | -4.5% | -2.3% |
| 3M | -1.3% | +5.5% | -6.8% | -5.6% |
| 6M | -2.7% | +6.0% | -8.7% | -7.4% |
| YTD | +2.6% | +16.6% | -14.0% | -9.8% |
| 1Y | -2.0% | +12.1% | -14.1% | -11.0% |
| 3Y | +39.6% | +64.2% | -24.6% | -9.0% |
| 5Y | +35.3% | +59.1% | -23.8% | -9.1% |
| 10Y | +132.3% | +210.2% | -77.9% | -10.5% |
| All | +132.3% | +205.5% | -73.2% | -10.5% |
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