+6,068.2%
COST vs AEE
+818.5%
+5,249.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | +1.1% | -3.8% | -3.2% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | -6.7% | -0.9% | -5.8% | -6.4% |
| 6M | -9.9% | -2.4% | -7.5% | -9.4% |
| YTD | +5.1% | +8.6% | -3.5% | +1.7% |
| 1Y | -7.3% | +10.2% | -17.4% | -10.9% |
| 3Y | +70.4% | +47.8% | +22.6% | +44.9% |
| 5Y | +104.4% | +40.1% | +64.3% | +76.5% |
| 10Y | +609.0% | +195.0% | +414.0% | +347.4% |
| All | +6,068.2% | +818.5% | +5,249.7% | +2,166.2% |
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