+283.1%
CMS vs AEE
+813.9%
-530.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +0.4% | +0.3% | 0.0% | +0.1% |
| 30D | -3.6% | -2.3% | -1.3% | -1.8% |
| 3M | -1.9% | +0.2% | -2.1% | -2.1% |
| 6M | -11.0% | -4.7% | -6.2% | -7.5% |
| YTD | +0.2% | +8.1% | -7.9% | -5.9% |
| 1Y | -1.3% | +8.5% | -9.9% | -7.6% |
| 3Y | +35.9% | +48.9% | -13.0% | -1.9% |
| 5Y | +23.1% | +39.9% | -16.8% | -6.4% |
| 10Y | +117.9% | +186.5% | -68.6% | -6.1% |
| All | +283.1% | +813.9% | -530.8% | -35.5% |
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