+4,405.6%
CNC vs AEE
+669.6%
+3,736.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -4.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -1.8% | -1.2% | -0.6% | -1.3% |
| 3M | -0.7% | +1.0% | -1.7% | -1.4% |
| 6M | +47.9% | -2.3% | +50.2% | +48.7% |
| YTD | +56.9% | +9.1% | +47.8% | +49.5% |
| 1Y | +123.9% | +10.6% | +113.4% | +111.9% |
| 3Y | -1.3% | +48.5% | -49.8% | -19.6% |
| 5Y | +2.8% | +39.9% | -37.1% | -14.7% |
| 10Y | +90.9% | +185.7% | -94.8% | +10.8% |
| All | +4,405.6% | +669.6% | +3,736.0% | +1,383.0% |
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