+5,111.1%
CNI vs AEE
+818.5%
+4,292.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +1.8% | -0.9% | +2.7% | +2.1% |
| 6M | +14.8% | -2.4% | +17.2% | +15.7% |
| YTD | +25.4% | +8.6% | +16.7% | +21.0% |
| 1Y | +32.9% | +10.2% | +22.8% | +27.4% |
| 3Y | +20.2% | +47.8% | -27.7% | +0.3% |
| 5Y | +12.2% | +40.1% | -27.9% | -5.0% |
| 10Y | +136.0% | +195.0% | -59.0% | +39.6% |
| All | +5,111.1% | +818.5% | +4,292.6% | +1,786.3% |
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 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