+233.3%
CP vs AEE
+186.8%
+46.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +0.1% | -0.9% | +1.0% | +0.3% |
| 6M | +7.8% | -2.4% | +10.2% | +8.6% |
| YTD | +22.9% | +8.6% | +14.2% | +18.6% |
| 1Y | +21.3% | +10.2% | +11.2% | +16.4% |
| 3Y | +20.4% | +47.8% | -27.5% | +0.7% |
| 5Y | +34.9% | +40.1% | -5.2% | +14.9% |
| 10Y | +233.3% | +195.0% | +38.3% | +153.5% |
| All | +233.3% | +186.8% | +46.6% | +153.5% |
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