+0.4%
CMS vs AEE
+10.3%
-10.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| 6M | -9.4% | -2.3% | -7.2% | -8.1% |
| YTD | +0.7% | +9.1% | -8.5% | -7.3% |
| 1Y | +0.4% | +10.6% | -10.2% | -8.9% |
| All | +0.4% | +10.3% | -10.0% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling