+444.5%
CORZ vs AEE
+67.0%
+377.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.8% |
| 7D | +16.6% | +1.3% | +15.2% | +16.7% |
| 30D | -10.9% | -1.2% | -9.6% | -11.0% |
| 3M | -31.0% | +1.0% | -32.0% | -31.0% |
| 6M | +26.0% | -2.3% | +28.3% | +26.1% |
| YTD | +28.6% | +9.1% | +19.5% | +28.4% |
| 1Y | +34.5% | +10.6% | +23.9% | +34.2% |
| All | +444.5% | +67.0% | +377.5% | +624.0% |
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