+256.9%
CP vs AEE
+216.2%
+40.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +9.6% | +9.7% | -0.1% | +5.7% |
| 3M | +2.2% | +5.8% | -3.6% | -0.1% |
| 6M | +11.1% | +4.5% | +6.6% | +9.0% |
| YTD | +28.2% | +15.8% | +12.3% | +20.6% |
| 1Y | +32.2% | +10.8% | +21.4% | +26.5% |
| 3Y | +35.5% | +62.8% | -27.3% | +8.9% |
| 5Y | +26.8% | +56.1% | -29.3% | +3.2% |
| 10Y | +256.9% | +216.4% | +40.5% | +185.9% |
| All | +256.9% | +216.2% | +40.7% | +185.9% |
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