+15.5%
CNI vs AEE
+38.7%
-23.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -2.7% | -2.9% | +0.2% | -1.8% |
| 3M | +3.9% | -2.4% | +6.3% | +4.7% |
| 6M | +16.4% | -2.7% | +19.1% | +17.2% |
| YTD | +25.8% | +7.3% | +18.5% | +22.8% |
| 1Y | +32.4% | +7.5% | +24.8% | +29.1% |
| 3Y | +19.1% | +46.2% | -27.1% | +2.8% |
| All | +15.5% | +38.7% | -23.1% | -1.8% |
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