+5,556.5%
CNQ vs AEE
+790.6%
+4,765.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +6.2% | -2.9% | +9.1% | +7.8% |
| 3M | +12.4% | -2.4% | +14.8% | +13.4% |
| 6M | +9.0% | -2.7% | +11.7% | +9.6% |
| YTD | +52.2% | +7.3% | +44.9% | +45.0% |
| 1Y | +65.0% | +7.5% | +57.5% | +56.4% |
| 3Y | +78.8% | +46.2% | +32.6% | +38.3% |
| 5Y | +286.0% | +39.7% | +246.3% | +201.4% |
| 10Y | +420.7% | +191.3% | +229.4% | +135.0% |
| All | +5,556.5% | +790.6% | +4,765.9% | +1,246.7% |
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