+7,072.5%
COR vs AEE
+813.9%
+6,258.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +2.8% | +0.3% | +2.4% | +2.6% |
| 30D | +4.5% | -2.3% | +6.8% | +5.4% |
| 3M | +22.7% | +0.2% | +22.5% | +22.4% |
| 6M | -9.7% | -4.7% | -5.0% | -8.0% |
| YTD | -1.4% | +8.1% | -9.5% | -4.7% |
| 1Y | +13.9% | +8.5% | +5.4% | +9.9% |
| 3Y | +94.0% | +48.9% | +45.1% | +62.2% |
| 5Y | +184.0% | +39.9% | +144.1% | +141.3% |
| 10Y | +406.8% | +186.5% | +220.2% | +210.8% |
| All | +7,072.5% | +813.9% | +6,258.7% | +2,004.2% |
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 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