+492.2%
COR vs AEE
+222.5%
+269.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | +7.8% | +1.7% | +6.1% | +7.1% |
| 30D | +7.0% | +9.7% | -2.7% | +3.0% |
| 3M | +16.3% | +5.9% | +10.3% | +13.5% |
| 6M | +41.3% | +6.7% | +34.6% | +37.3% |
| YTD | +7.1% | +17.4% | -10.2% | +0.1% |
| 1Y | -0.8% | +12.7% | -13.5% | -5.8% |
| 3Y | +85.0% | +68.2% | +16.8% | +47.6% |
| 5Y | +203.9% | +57.3% | +146.6% | +146.7% |
| All | +492.2% | +222.5% | +269.7% | +319.9% |
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