+21.8%
CP vs AEE
+48.6%
-26.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -0.5% | -1.9% | +1.4% | -0.1% |
| 3M | +1.4% | +0.3% | +1.1% | +1.4% |
| 6M | +10.3% | -3.0% | +13.3% | +11.0% |
| YTD | +24.3% | +8.4% | +15.9% | +22.3% |
| 1Y | +20.4% | +9.8% | +10.7% | +18.3% |
| 3Y | +21.8% | +47.4% | -25.7% | +10.2% |
| All | +21.8% | +48.6% | -26.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling