+5.6%
CNC vs AEE
+38.7%
-33.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -1.0% | -2.9% | +1.9% | +0.1% |
| 3M | +4.5% | -2.4% | +6.9% | +5.2% |
| 6M | +85.2% | -2.7% | +87.9% | +86.2% |
| YTD | +61.4% | +7.3% | +54.1% | +55.6% |
| 1Y | +94.9% | +7.5% | +87.3% | +87.5% |
| 3Y | 0.0% | +46.2% | -46.2% | -16.1% |
| All | +5.6% | +38.7% | -33.1% | -10.3% |
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