+87.4%
COR vs AEE
+49.7%
+37.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.2% |
| 7D | -1.9% | +1.3% | -3.2% | -2.3% |
| 30D | +1.5% | -1.2% | +2.8% | +1.9% |
| 3M | +18.7% | +1.0% | +17.7% | +18.2% |
| 6M | -9.0% | -2.3% | -6.8% | -8.4% |
| YTD | -3.3% | +9.1% | -12.4% | -5.4% |
| 1Y | +9.8% | +10.6% | -0.7% | +7.1% |
| 3Y | +87.4% | +48.5% | +38.9% | +76.7% |
| All | +87.4% | +49.7% | +37.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling