+115.8%
CMS vs AEE
+185.4%
-69.6%
-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 | +1.2% | +1.3% | -0.1% | +0.1% |
| 30D | -3.2% | -1.2% | -1.9% | -2.1% |
| 3M | -2.2% | +1.0% | -3.2% | -3.1% |
| 6M | -9.4% | -2.3% | -7.2% | -7.8% |
| YTD | +0.7% | +9.1% | -8.5% | -6.5% |
| 1Y | +0.4% | +10.6% | -10.2% | -7.8% |
| 3Y | +35.2% | +48.5% | -13.3% | -4.2% |
| 5Y | +24.1% | +39.9% | -15.7% | -7.3% |
| 10Y | +115.8% | +185.7% | -69.9% | -11.9% |
| All | +115.8% | +185.4% | -69.6% | -11.9% |
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