+180.7%
COR vs AEE
+38.5%
+142.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.8% | -0.7% | -4.2% | -4.6% |
| 30D | -3.7% | -2.0% | -1.7% | -3.0% |
| 3M | +14.3% | -2.8% | +17.2% | +15.4% |
| 6M | -8.5% | -3.6% | -4.9% | -7.3% |
| YTD | -4.4% | +7.3% | -11.7% | -6.7% |
| 1Y | +9.1% | +8.7% | +0.4% | +6.0% |
| 3Y | +85.2% | +46.0% | +39.2% | +62.8% |
| 5Y | +180.7% | +39.8% | +140.9% | +150.2% |
| All | +180.7% | +38.5% | +142.1% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling