+475.2%
COR vs AEE
+219.0%
+256.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +0.6% | +2.2% | +2.6% |
| 30D | +5.8% | +8.8% | -3.0% | +2.2% |
| 3M | +11.4% | +5.1% | +6.4% | +9.1% |
| 6M | +34.5% | +5.2% | +29.3% | +31.5% |
| YTD | +4.1% | +16.1% | -12.0% | -2.3% |
| 1Y | -3.1% | +10.4% | -13.6% | -7.2% |
| 3Y | +80.9% | +63.1% | +17.7% | +46.2% |
| 5Y | +195.1% | +55.6% | +139.6% | +140.7% |
| All | +475.2% | +219.0% | +256.2% | +309.7% |
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 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