+250.7%
CP vs AEE
+211.4%
+39.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.8% | +3.0% | -0.2% | +1.6% |
| 30D | +11.0% | +11.2% | -0.2% | +6.4% |
| 3M | +3.8% | +7.0% | -3.1% | +1.0% |
| 6M | +9.5% | +5.7% | +3.8% | +6.9% |
| YTD | +28.2% | +16.2% | +12.0% | +20.4% |
| 1Y | +33.0% | +12.0% | +20.9% | +26.7% |
| 3Y | +35.5% | +63.4% | -27.8% | +8.7% |
| 5Y | +25.8% | +56.0% | -30.3% | +2.4% |
| 10Y | +250.7% | +217.4% | +33.4% | +178.3% |
| All | +250.7% | +211.4% | +39.3% | +178.3% |
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