+140.6%
CNP vs AEE
+219.0%
-78.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +2.5% | +0.6% | +1.8% | +1.9% |
| 30D | +4.0% | +8.8% | -4.8% | -3.2% |
| 3M | +1.6% | +5.1% | -3.4% | -2.5% |
| 6M | -1.7% | +5.2% | -6.8% | -5.9% |
| YTD | +8.6% | +16.1% | -7.4% | -4.3% |
| 1Y | +5.8% | +10.4% | -4.6% | -2.9% |
| 3Y | +63.0% | +63.1% | -0.1% | +6.0% |
| 5Y | +74.7% | +55.6% | +19.1% | +17.9% |
| All | +140.6% | +219.0% | -78.4% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling